youre probably not sitting close enough to the TV + it's too high on the wall, and have crappy speakers + not calibrated for your room.
also, your seat/couch may not be supportive enough.
people tend to mount their tv up too high on the wall, esp. if set up primarily for movies. for gaming, its best for the tv to be closer to eye-level when sitting (looks weird on the wall if its too low, so you have to find the sweet spot).
the dimensions of your room, whats in it, where youre sitting, speaker placement, speaker size-relative-to-room, speaker toe-in, distance between speakers, etc all have an effect on perceived audio quality. big topic to get into.
plus that receiver is so-so at best, and there's no mention of your speakers, which matter more.
monitor + headphones dont have these problems:
monitor on a desk = youre sitting close + at correct eye level, and likely in an office-style chair, which is supportive.
headphones = each driver is an inch from your ear, so there's no "room" to change the sound, so no user-calibration is needed, and usually no external amplification is needed.
edit: forgot to mention: overall, home theater wins by a country mile.