Could you elaborate/give some examples please of brand and model of the devices you are talking about? Thank you.
It's obvious from the revised version of your original post that either you know more than your post suggests or you've been doing some research. Nobody talks about specific open-back headphones that cost US$400, and monitors that cost $800 for a pair, by chance. Most people don't even know that open-back headphones exist.
It's hard to believe that you don't also have a list of options for computer audio interfaces.
Most of the gear listed in the B&H link in
@xav8tor's post above is designed for people who want to record audio as well as listen to it. In other words, a lot of it may just be the wrong kind of interface, in terms of price as well as functionality, for what you want to do. The list also omits products that may well be of interest to you that B&H doesn't sell.
For example,
@xav8tor says that he has a
Sound Devices audio interface. I have both of the interfaces that Sound Devices makes, and I wouldn't recommend either of them to someone who wants to listen to music, but doesn't need to record music. That person would be paying quite a lot of money for functionality that he/she doesn't need.
What exactly is your objective and what do you want to know?
To address the one specific question that you ask... I'm unaware of any difference in the digital to analogue conversion components in the three Macs that you mention, although that doesn't mean that there aren't differences. I'm also unaware of any law that says that one can't use good quality headphones or monitors if they're fed by those components instead of by a third party interface. I do it frequently, for example with
Beyerdynamic DT 1990 Pro headphones, and I'm not wearing a hair shirt about it either
More typically, if I want to plug headphones straight into a Mac computer or use headphones with iOS, I use a pair of Sennheiser HD 25 headphones. For one thing, they're practically indestructible, and all the parts, if you do manage to bang them up, can be easily replaced. They are also my go-to headphones for field sound recording. Until recently, Sennheiser had a fun video on YouTube that traced the HD 25s back to the Concord. Regrettably, it has yanked that video and replaced it with this one for the HD 25's 75th anniversary. Not bad, but not nearly as entertaining: