I've found the same with all of the digital pianos except for the Yamaha I ended up buying and if not for that one I would have probably not embarked on this project at all, I really hate it when the sound isn't right. Now it still doesn't feel right (especially not when you hit a bass note), but I can live with that and with headphones on at least I don't irritate everybody else here.

But the most fun in practicing is on the real piano.