The HP-2 go pretty deep into the bass... a lot of headphone listeners keep trying to boost or mod their headphones for more bass, only to be disappointed. You can't get the impact of moving air or moving ground (like the drums in a marching band, for example) hitting your body through headphones. That's why headphones will always be a more cerebral listening experience than speakers, which are more visceral.
The lack of dynamics probably has something to do with the playback medium. It's hard to convey the information from a full orchestra using the CD standard for example - it's just an approximation.