Besides brightness/harshness, what else do they clearly do wrong ? New not burnt-in equipment and cables can do many funny things at the same time. I can't know if this is the case. Find a few very high quality recordings and see what they do with them. Don't even listen to them for longer than a minute at a time before you get at least 50 hours of play. I suggest starting with low volume and then gradually increase it to moderate while accumulating hours. Don't push it.
I would think it would be premature to return them unless they just sound like a complete junk. This pair might actually be defective. So yeah, I would give it a try.