Ah, but the shape and contours of your outer ear, and your ear canals affect the headphone's sound, but to a lesser extent than your room's acoustics change your speakers' sound. Headphones directly inject sound into your ears, so the room's influence is completely taken out of the equation. Rooms with really good acoustics in homes are extremely rare. Which means your room's acoustics have a major effect on the sound, and no matter how good your speakers are your room alters their sound.
To clarify, when you're listening to speakers, more sound is reflected off the floor, walls, and ceiling than there is direct sound coming from the speakers. Headphones and speakers present sound in very different ways: speakers 'play' the room, headphones 'play' your ears.
