IMHO headphones should already sound good as they come without needing EQ. I'm not really fond of EQing anything. I only buy the headphones that subjectively sound good.
I think there's always room for EQ, even if it's general/broad/rough EQ....for example most open backed headphones are bass shy, so you could EQ that up....closed back headphones do better than that though at stock, and normally arrive with more bass at stock. It's not a bad place to start though - buying headphones that subjectively sound good. The problem with buying phones around subjectively sounding good, sometimes you don't know what you're missing until you've listened to speakers that are proven "close to reference", so it helps to have some kind of a reference point in listening comparisons if you want to try to get the best experience. It's known that our brains get easily trained into "getting used to" a certain sound signature in a headphone or otherwise....but I do believe that a person can get the most out of an experience by "getting used to" proven good sound.
In terms of bass, I think it's somewhat problematical to "get used to good sound" when you're talking speakers as a reference because there's often holes & peaks in the bass from room modes, so I think it's pretty darn hard to have a proper reference speaker setup in terms of bass (but it is possible), so I think proven/measured & potentially EQ'd headphones are probably the best reference to good sound for bass. But for the rest of the frequency range a "proven reference speaker" would be your best reference to good sound.
This is something I've tried to do re my speakers & headphones....I think there's value in getting used to good sound, but try not to get used to bad sound (your brain will if you let it......to some extents) - so don't rely totally on your subjective to choose your headphone if you've got nothing to reference it against. (I'm not saying you don't have a reference, I don't know, don't just rely totally on subjective if you can help it).