Maybe it's something to do with loudness ? Did you volume match ? Also some bright headphones (shouty if you may) are quite good with details, so when you apply the oratory EQ, the highs are brought down a notch so it does give the impression that there are less details in the music.

Also Note that the Oratory EQ doesn't always bring you to the harman curve as many variables are at sake here like the shape of your head, variations during manufacturing process...