Hmmmm ..
Not sure what that all means in terms of how things are configured. Maybe Francois can provide some enlightenment on that.
I use headphones all the time. Yes — you lose some low end, especially at the bottom of a 32' rank, and perhaps the feel of a 16' bottom octave, too. But I don't find the sound thin at all. It's generally quite good. I think I may be using similar headphones — AKG-701s. I've used both line-level outputs to a good preamp, or an integrated headphone output in my current audio device. Both sound pretty good. Some people actually leave their sub(s) active when using headphones to increase the sense of 16/32' ranks. I don't do that because if I'm using headphones, I need the room to be quiet for others .. and leaving the sub channels on would defeat the whole purpose …
So not really knowing how your audio system is configured I don't have a particularly bright idea I'm afraid … except to verify that your headphone outputs are fed by.a full mix-down of all of the individually routed channels in your configuration.