Have problems tuning in headphones?

Spot on, it's down right un-natural as our ears react to reverberations, vibration, motion and mass amounts of stimuli. If anyone's ever been in an anechoic chamber it really messes with your hearing. If you start closing parts off it does alter the pitch as you said and that's why a lot of singers suffer with headphones. After some experimentation myself recently I noticed the more isolated the headphones are the worse it gets, you can of course adapt if you're doing it day in day out but then it can affect singing in other ways.

I'm using a wedge on occasion but mainly sticking to semi-opens, there's some bleed but it's far better than the isolation headphones I bought.