Headphones tend to put the sound images inside your head - I've heard it called "tiny orchestra in your head syndrome". This is because the sound goes straight into your ears.
The outer ear (the pinna) plays a major role in determining the direction of a sound source, and if the sounds don't come from in front of your outer ears you only get side-to-side directional cues so the tiny orchestra sounds like it's in between your ears. My head must be fairly hollow, because the acoustics in there seem to be pretty good.
Some headphone amplifiers have a cross-feed circuit that sends a little bit of the left-channel signal to the right ear and vice versa. I think they also delay the crossfeed signal a bit. This does a better job of simulating what you hear from loudspeakers, and helps counter "tiny orchestra" syndrome. In my opinion it's an improvement but it's not perfect.
A company name AKG makes (or used to make) a set of headphones that suspended the speaker units out from your head and in front of your ears a bit, like microspeakers. They did the best job of getting the soundstage out in front of you of anything I heard, but didn't have much bass.
The best headphone I ever heard were a pair of Stax... Lambdas, I think. They were big rectangular electrostatic headphones and went up against your ears but instead of firing straight into your ears the elecrostatic elements were firing back at an angle, again moving the soundstage around to in front of you. It has been several decades since I heard them so I don't recall if they did as good as the AKGs in this respect, but I do remember they sounded magnificent. The story I recall was that Stax developed them for Mercedes Benz engineers.
If you are interested in how the ear processes sound to get spatial and localization cues, I recommend "Spatial Hearing" by Jens Blauert. It's a college-level text on the subject, not written with audiophiles or headphones in mind but still useful. If you read and understand that book you will know more than most speaker designers (including me) about the subject.