What is wrong with my system?

The challenge is that this are bright speakers with components that are not warm enough to offset the bright speakers. There is nothing inherently bad about a bright speaker.  It just needs the right equipment to balance it out.  Many elite speakers are on the bright side of the spectrum.  
You can do a few different things. You can add treatment.  An overdamped room will suck the brightness out of the system.  You can change speakers.  Vandersteen would do the job as an alternative or you can change equipment.  
My hunch is preamp and DAC would be the obvious first swaps.  A warmer preamp and a warmer DAC can do wonders.  
There is no silver bullet one component.  I would make a single change and then reevaluate.  
One other thing.  Power conditioning does matter and have no a decent power conditioner can smooth things out a bit.  I would also be curious what cables you are using.

Also, are the speaker cables coiled at all.  This can have a shocking impact if the cables aren’t shielded like Nordost.  
More you share, the more we can help.  

Coiled vs uncoiled speaker matters depending on whether the cable is shielded.  Unshielded cable can’t be coiled.  Shielded cable can.  
This is easily testable and is not subtle with ribbon type cable and kills bass.  Traditional wire will sound slightly warm and cause treble to roll off.  This is more subtle.  I have tested this and almost threw out a pair of Nordost speaker cables thinking they must be counterfeit until this was pointed out to me.