Headphone Pros
Strong Dynamic Range
Room Independant low frequencies
Excellent phase response
Low distortion and quick decay
Headphone Cons
The way headphones couple to every person's individual ears means there is no way to scientifically make a headphone which "sounds the same" - the in-ear resonance relative to the cans will actually change what you hear.
I can't think of a model for ideal headphone frequency response
All spatial information can only be drawn from what exists in the recorded content - there are no late reflections
Image does not have a distance from you unless it is a binaural recording
Recorded content is rarely mixed with headphones.
Limited to the individual - family or friends will be left out
Speaker Pros
Done right, the room can give the right ambience to most recordings.
Done right, imaging can almost reproduce location
Industry research has given us a lot of factors in describing an accurate loudspeaker objectively.
Bass is felt as well as heard
What we hear is consistent between people - not altered by the transfer functions of our own ears' resonance.
Speaker Cons
Done wrong, the room can color the sound greatly, reducing tonal accuracy and precision of details.
Done wrong, seating position and speaker placement can adversely affect sound
Doing it right can be very expensive and complex
We must use multiple drivers - and truth is, most speakers don't measure very well on things like polar response or phase response.
I don't think high end headphones can give the illusion of a real life performance the way a true multichannel setup can. You're right though, high end speakers are expensive while those Grados are on a whole nother level.
Even then, I'd say there's nothing like the "magic" of sound floating in front of you, even on a stereo setup if not multichannel. If you've got 4k, you should buy something like a pair of Gedlee Abbey speakers (4400/pair or 3400/pair if you're willing to do a bit of kit assembly). That I believe will surely beat out the Grados, although it isn't a true multichannel setup. What they wouldn't have, though, is deep bass - you will need to add two or three subwoofers to handle anything below 100hz. That will drive paid cost up signficantly of course. My recommendation for a subwoofer, unless you're willing to DIY, would be a pair of Epik Empires I guess.
The Aperions are good, but I wouldn't expect them to sound more detailed or tonally accurate than the Grados, at least not before some serious room treatment (they would be much more prone to room interactions).