I'd return them. Welcome to "high end" audio. I've never listened to the Atticus, or any other ZMF headphone. I know they have a good reputation, but what sounds good to one will vary for others. Don't buy expensive cables as they are generally snake oil, and as you note, no difference in sound. From your description, I don't think anything you might try (pads, cable, better amp, etc.) is going to get you where you want to go.