Why am I experiencing listener's fatigue?

First, your mindset does not create listener fatigue in 99% of the cases. That is caused by incorrect or mismatched components most likely the speaker/amp/wire combination.
Second, tweeter grille covers will make, at best, a negligible difference.

Yes, I did have the tweeter grilles on as well. This didnt make much of a noticable difference. I recently had them on a pair of osiris stands and placed blu tac the size of dimes on top of the stands. This helped drain the energy through to the stands and down into the floor. The osiris stands I filled with sand. This kind of mounting made a more than subtle improvment to the soundstage and provided a better defined bass. Good stands really can bring out all the subtle spacial cues that makes things sound more like real music. Things like the subtle stress or strain and emotion from a vocalist where you make can make emotional distinctions or feel their emotion behind the passage of music theyre trying to express. This has opened my eyes to the importance of tweaking after you've got good components together. With all this the 805's never sounded better but nevertheless I still had the amp/spkr combo to think about. I have sold the 805's and am looking at some merlin tsm mm's. I cant say whether the 805's are bright or not. I guess each listener will have to decide for themselves. I could never get them to work so that I could listen as long as I wanted and have my ears feel as though I had done no listening at all. Does that mean they are bright? I still have to answer no because listening is a system thing. I thought the 805 in my system sounded great and they did. Listening was great. The fatigue wasnt immediately apparent. Everything felt fine it was just the afterward part. Before them i had the 602 S3's. Those were great too but same thing. System or them? dont know. Sometimes its synergy...Maybe everyone who finds these speakers bright have the same listening tastes or have something similar about theyre actual ears that dont mix. In conclusion , if theyre guilty of anything, if they are to be called unforgiving it is maybe not so much the sound they produce but rather theyre unforgiving in the way the match with other equipment. Not bright just fussy. Form your own conclusion from your own experience. Perhaps theyre aristocrats who refuse to marry with peasants? Dont let this thread deter you from buying them or trying them out for yourself. Try them and decide for yourself.

Vertigo, also consider auditionning Sonus Faber Cremona, Cremona Audior and Vienna Acoustics Strauss. I audiotioned these and thought they were pretty nice but a little too smooth sounding for me. I like a little more open sound, but if you experienced fatigue with the N805s, these may be the ticket for you, depending on how much you want to spend.
And I would also suggest that when you audiotion the speakers in the showroom, make them play that system as loud as you would listen to your system at home for at least 30 minutes. This way you could tell if the speakers make you sick.
You could find some usefull info on the speakers I mentioned here - http://www.sumikoaudio.net/

Best of luck to you.