What I mean is a bit more natural and less like you're having sound fired straight into your earhole. If you've got around ear (not on ear) headphones, preferably with low clamping pressure and soft velour earpads. Just place them forward so that the rear of the pad presses on your ear rather than sits behind it. Now the sound is coming from in front of the ear and gets "collected" by the ear and steered down the earhole instead of fired straight into it. It's subtle but makes enough of a difference to make listening more relaxed for me. I've been using my round cupped Sennheisers like this for years.

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