It’s not a big secret that studio monitors (including the Mackies) are not made to sound nice, they are made to sound correct, i.e. reproduce the sound as closely as possible. And that means that they will always sound more “tiring” than regular speakers. While there will always be some sound difference between monitors, generally they will all sound like that. Add to that the fact that the 4″ are already a bit low on low, making them sound even harsher because the balance in the sound will be slightly less. And for you this seems to translate to headaches and being tired.
The room acoustics could also play a role, but to fix that particular problem is SO FAR outside the scope of what we do here at DDJT, I am not even gonna start getting into that.
I would not opt for HiFi speakers personally, it could make more sense to get some 8″/10″ small active PA speakers. At least you can take those with you to play at a party as well.