The higher the quality of gear you use, the more detail you will hear, especially reverbs and delays. To tell the difference between an MP3 and a WAV file you can usually hear it in the depth of the vocal or snare reverb. Most vocal tracks have delays and/or reverb on them. It's usually pretty obvious on most mixes. Check My Morning Jacket stuff for heavy vocal reverbs. But you can really hear the detail of them with better speakers, tuned rooms or headphones. So, I think you're just hearing more detail because you have better headphones.