Mark,
Are you sure the headphones you used were working properly? I've never heard a keyboard that sounded bad with headphones. In fact, I've always considered the best way to really hear what a keyboard sounded like was to use headphones ONLY. If that keyboard sounded bad through headphones, it would really sound awful through a sound system.
Good Luck,
Gary

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PSR-S950, TC Helicon Harmony-M, Digitech VR, Samson Q7, Sennheiser E855, Custom Console, and lots of other silly stuff!
K+E=W (Knowledge Plus Experience = Wisdom.)