I've read through all the posts in this thread, seems like juggling a number of issues.
The best, most immersive "nature recordings" I've heard were binaural, played back on headphones. There aren't many of those.
I'm not fond of IEMs and prefer open back headphones. I'm really enjoying the Drop 6XX now, very smooth, very detailed in the upper registers without edge or grain where it doesn't belong. However, in order to sound right they need eq, or the bottom octaves are otherwise missing. A headphone amp capable of at least 100 mW is advised.
But if the issue is wanting environmental background, I would think the best mode would be over speakers. Being able to freely move around has a psychological element that allows the sounds to more easily seep into the subconscious.