Expensive headphones are one of those products that some people have an instant and visceral aversion against. These folks have probably never heard decent headphones, so can’t imagine what good-high end headphones can sound like. Or they just feel like spending $2,000 on a pair of headphones is excessive.
To be fair, these ten most expensive headphones go a step beyond. Uber-expensive, but offering a combination of luxury build quality, design and, usually, superior sound. 
Hifiman HE-6
The HiFiman has two features that you’ll see are common among the most expensive headphones: open-back, and planar magnetic. Check out Open-back vs Closed-back headphones for that difference (hint, most headphones are closed-back).
Planar magnetic headphones (and speakers) use a thin material suspended in a magnetic field. They sound different than traditional drivers. I go into more detail in my Audeze LCD-3 review, which also use planar magnetic drivers.
Reviews:
CNET’s Steve Guttenberg liked them a lot in his review, “The Hifiman headphones and amplifier provide a remarkably direct connection to the music, without adding or subtracting much from the sound. It’s as close to “being there” as I’ve heard from headphones.”