I can finally decisively say I prefer headphones over speakers.
I've had my HD6XX for a few years now and love them to bits. Recently I purchased the Edifier MR3, and they sound excellent too... but in a different way. Oh and both are powered from my Topping DX3 Pro+ DAC.
The best way I can describe it is that with the speakers it feels like I'm physically there, listening to whatever is playing. I'm also painfully aware of the direction the audio is coming from, which I find kind of annoying and distracting. Though I suppose that's just my preference.
With my headphones it feels like the music is playing directly from inside my skull, as if it is my brain who's playing back the audio file from within. I feel at one with the music, if you will. I think I deeply prefer this, as it feels so immersive, and it feels like I can hear every little intricate detail.
Outside of music like in 3D games, the L/R separation combined with modern audio engines further enhances this immersiveness. It feels like I'm the center of the universe : D
I'm no audiophile by any means, so please go easy on me 😅