From Audeze website.
"Near weightless nano-scale diaphragm
The LCD-4 features our most advanced diaphragm design; our exclusive nano-scale film actually weighs less than the air it displaces! Benefits include faster response times for better imaging, and the flattest, deepest, most accurate bass response of any headphone available.
I'd say it is quite possible that a diaphragm that weighs less than air would indeed be sensitive to changing air pressure. Of course if that was an "idiosyncrasy" of this particular design, it would manifest itself across all the headphones and not select few.