I’ve only ever used VSTs on one occasion when I wanted to recondition some broken recordings I bought off Google Play Music (320 MP3) that had clipping distortion in them. I found this configurable VST that I could run as an output plugin in Winamp and it did an impressive job cleaning up the distortion, I just didn’t ever put enough time into fiddling with its settings to make sure I wasn’t trading off too much information from the not-broken parts of the recording in exchange for the distortion fix. Anyway I re-bought that album later in FLAC and it was distortion-free so that closed that chapter for me. But I still have that VST saved somewhere because I found it impressive how it could clean up clipping like that and spit out a fixed WAV for you.
Oh but I think we do, at least in places I’ve been hanging out, many of “the greats” of audio reviewerdom do EQ their headphones and occasionally tell you how to do it too. Off the top of my head I wanna say metal571, Currawong and Resolve have recommended EQ tweaks for obvious imperfections of various headphones.
The reason you hear it as rarely as you do in headphone reviews though, or as such a marginalized subject, is that the frequency response is an integral part of what quality of product we’re being asked to pay a specific list price for, so it has to be reviewed unmodified. That’s why pretty much everyone does it that way, it has to be a review of the product itself, not of some personalized setting added to it that won’t be transferrable between users because not everyone has the same software.
I actually don’t, because it’s being purist about the wrong thing, i.e. the gear. Some people treat the gear as the sacred object that has to be used unmodified, like the source of enjoyment is listening to the specific way a piece of gear reproduces the sound, with all its colorations and imperfections, rather than the goal being to get the highest fidelity possible, something as close to the original sound as it was heard by the engineers at the end of the mastering process, and thus making the gear “disappear” or become perfectly “transparent”. The former is gear-philia, not audio-philia. Audiophiles use whatever tools are available, alone or in combination, to get as faithful a sound reproduction as technically possible, including software processing if necessary. Gear-philes worship the stock response of pieces of gear and prioritize keeping that untouched over achieving fidelity of audio reproduction. 
AFAIK the best way to get max fidelity for a given budget is to get the lowest-distortion transducers possible (in the case of headphones that would mean planars for most people) and then EQ them to your personal HRTF according to dr. Griesinger’s method or whatever method you can find that’s practical for you. Whether this will involve VSTs depends on your available devices and software, for example since the output from Griesinger’s app is an impulse-response file you could use a convolver VST to apply it to all your audio.