I suggest spending more time with them as you're clearly still used to your previous headphones. After a week or two of active listening you can then decide what to do. The SHP9600 (I have it) has a warm sound with slightly de-emphasized treble. Midbass and upper bass are emphasized but the sub-bass is rolled off, so that's something to get used to. I personally think this is a good headphone.

I went from Razer Krakens to the SHP9600 over two years ago and it sounded really good but it took a minute for me to get used to the sound, and as you explained the sound seemingly was playing a bit outside the headphone which is normal for a lot of open back headphones (not all). Once you get used to the bigger sound, it will seem normal but with larger scale.

My two nitpicks for the SHP9600: I wish aftermarket pads were available because the bracket mechanism is different than the SHP9500. My own SHP9600 isn't being used much anymore because the left hinge has a poor connection with the left channel causing sound to cut in and out randomly. I think it's just my bad luck on this one.