How long have you had them? The brain takes some time to get acclimated to a new sound, and it's unlikely that a headphone will sound great to you right after getting it. Listen to it exclusively for a week, then go back and compare it to other headphones.

There's also the bit about expectations. I was sort of the same way when I first started getting into audiophile headphones. It's like "that's it?" I thought the changes would be huge, but over time I learned that it's not going to add new instruments to a song or anything like that, it's just going to be a small, incremental change. It also depends on what you're coming from and what sound you're used to, like in my first point.

And finally, yeah, you might just not like them. The sound might not be for you. Ears have different shapes, brains are wired differently (there's some research done when doing MRI scans of subjects where people hear different things from the same signal, and those differences are correlated with right-side vs left-side activity in certain parts of the brain [Schneider et al., 2005]), so two people can listen to the same headphone on the same amp/dac, and their brains can perceive two different sounds from them. I admit that I find it odd that someone would describe an open-back Hifiman as muddy and veiled, but I haven't heard the HE400SE myself, and my brain is not your brain. If you've given them a week and they still don't do it for you, I'd suggest returning them and getting something else, or just sticking with what you have and enjoy.