ADI-2 DAC per se has a perfectly linear frequency response - it does not add or subtract anything.

There are, of course, several DSP options built in, like the EQ, the Loudness function and others.

The DSP setting are handled independent for each output:
• Line (back XLR and RCA).
• Front TRS ‘phones connection.
• Front IEM connection.

ADI-2 senses if you plug something to the front, and automatically activates the related setting.
Maybe you just accidentally dialed the treble down for the ‘phones, or up for the speakers.

Plug in the ‘phones, only then look in the I/O, EQ, Bass/Treble and Loudness menus if any processing is active.
Or use the ADI-2 Remote app for a complete overview of all settings.

If nothing is set, that’s just the sound of your ‘phones relative to your speakers.
The AUDEZE LCD XC is known for a dip between 3 and 6 kHz, this is the AUDEZE “house-sound”.

The Focal Clear - I have one - is a little soft in this region too.

The good thing, with ADI-2’s EQ it’s possible to tailor the sound to your liking.