From my experience, to put it generally, once I found myself in the $600 range of headphones, anything above that didn't have any discernible difference in their ability to accurately resolve audio signal. The times where there was a discernible difference, it didn't warrant delving into the $1k+ price point. But as you know, everyone's hearing is different from the frequency range they're able to hear, to the way each persons' individual pinna alters sound waves and resonances around their head and ultimately into their ear drum.
Last time I tested, my hearing fell flat at 18khz, so I can't hear the entire human frequency range. Someone with better hearing might find that the very HIFI gear is worth their money. I feel like, at that level, it's less about experiencing music/movies and more about analyzing audio signal. It goes without mentioning that there's no need to have a headphone which can resolve 120khz if your audio source caps at 96khz at best.
If you have a really really really good pair of headphones and still find yourself curious of what the next level is, join a head-fi meet and try out some of the top of the line gear and hear for yourself. Reading about gear and other people's opinions will never satisfy the curiosity of an audiophile.
My only advice for any would be audiophile, is own a pair of entry level planar magnetic headphones. Or as Yamaha would call it, orthodynamic. Once you own a pair, you're at the cusp where audio fidelity starts to plateau and every move up has a diminishing return.