I'm surprised no-one's highlighted the biggest difference between in-room listening and headphones.
With headphones there's no leakage between channels. Your left ear hears the left channel, the whole left channel and nothing but the left channel.
This gives a very holographic experience wholly different from listening to speakers in a space, even an anechoic space. I lived in an apartment for 20 years and listened mainly on headphones - Stax electrostatics. The sound was cleaner and more etched than from any speaker which certainly had an attraction. I liked it but those Staxs and their amp have remained in their boxes ever since.