All good!

Auto Ref Level does not “recognize” the connected speaker or headphones.
It dynamically changes Reference Level according to your actual loudness demand / Volume dial setting, usually the lowest step available.

ADI-2/4 Pro SE has an extra Reference Level step and equally spaced 6dB stepping, compared to ADI-2 Pro and DAC, so is covering a little wider range.

When I’m listening to ‘phones, most of the time I’m running on IEM too, even with so called “hard to drive”-‘phones.

If your Focals have any kind of input sensitivity control, set it to the lowest possible, to make the most out of ADI-2’s Auto Ref Level function.

Absolutely no.

Stay with Auto Ref Level = ON and take advantage of ADI-2/4 Pro SE’s self-adjust for best dynamic range.
ADI-2 switches to +7dBu by itself if needed for wall-shaking loudness.

From manual page 53:

The analog outputs 1/2 (and 3/4) also feature a mechanism to set the reference level automatically. Auto Ref Lev(el) maximizes the signal to noise ratio when using the Volume knob. It changes to the next higher and lower reference level setting when the gain chosen via the Volume knob would suggest to set a better fitting value, with optimized signal to noise ratio.

Example: Ref Lev is set to +24 dBu, Volume is set to -21 dB. The effective signal to noise ratio at the XLR output is now 120 dB minus 21 dB = 99 dB (RMS unweighted). While it is unlikely that any noise will be audible, changing the Ref Level to +7 dBu would need only a Volume setting of -4 dB. The effective SNR then becomes 120 minus 4 = 116 dB. Such settings are usually done manually by the user. Auto Ref Lev takes over this task, working in both directions when turning Volume up or down.