If you read ASR’s materials on headphone science and the HD800S review in particular, it will become entirely clear why it sounds the way it does, and what you need to do to EQ it to fix its tonal character issues out of the box.
I own the HD800S and if it wasn’t for the scientifically derived EQ filters some community members have developed, I would be entirely unable to listen to them for the reasons exactly as you describe. But once the EQ is applied fixing their FR curve to the Harman target curve, suddenly the sound signature dramatically changes from unlistenably painful (for metal music, for example) to perfectly balanced sound.
I should add though that headphones are definitely more subjective than speakers. This is because we are shoving a speaker 1 inch from our ears and hoping it will sound like the music is in the room around us instead of actually shoved right up against our ear — and the way this sounds actually does differ from person to person due to different ear canal geometry!
This limitation is not the case for speakers, though! The consensus science shows that for speakers, an “objective best” does exist (such that the objective “best” has extremely high likelihood of sounding best to >95% of people), whereas for headphones this number is not as high (though I don’t know that number off the top of my head).
And you know what’s great about ASR? They explain all this! All you need to do is read their resources and understand what the science does and does not help with.