It depends, on the individual anatomy, I guess. I prefer IEMs with deeper insertion by far - it seems to me that deeper inside the ears the skin is less sensitive, so there is much less ear irritation and so much better comfort. And there is no this weird feeling that IEM is barely holding in the ear and will fall out, so you need to push it back every few minutes. Better sound isolation and the fact that they stay put much better are pluses as well.Zero:2 barely go into the ear canal so it is more comfortable tp wear them
BTW, try wide bore tips with Reds. IMHO they are much, much more comfortable (they seem to have very different construction, they are softer outside but the bore is more rigid).