How old are you?
When I was younger, and could hear well up to 20khz, it was hard to find any amp that did not cause some discomfort at higher volumes, even if not clipping.
Now that I am older and do not hear those high frequencies nearly as well as when I was 18 or 19, its not as hard.
I will say though that my Dynaudio Contour 1.3 mkII speakers, that I think are the cat's meow for their size and going price, can easily deliver an uncomfortable edge to the sound with most any suitable amplifier. Its an attribute of teh Esotar tweeter I believe. Its not necessarily a bad thing unless one is very sensitive to it. I suspect if one were listening to a similar live performance, there would be comparable edge. Not all music is smooth and non-fatiguing. SOme systems will lean in that direction by having some rolloff at high frequencies. Many but not all tube amps in particular.
Various tweaks including power conditioning, ICs room treatments and all the other more widely accepted usual candidates can help.
Or you can go with speakers that tend to not ever be fatiguing. The ones I know of and go to for that are my various OHM Walsh speakers.
That's all assuming everything is working properly. There is also always a chance that a device is not performing up to specs. No way to know for sure with out extended listening and comparisons.
So various ways to skin teh cat as usual I would say.
Its also posible that if teh amp is new that it will settle in over time and sound better. And/or your ears will adjust. Not uncommon.