That's the thing that's what I keep hearing being repeated all over audio forums. It's not until I started experimenting myself that I found many claims just not accurate.
It's like why would you spend more on an add on then for the main equipment. Because essentially that's what am amp is. It is for extra power, sometimes to add some coloration to the original flavor. If you have to spend more on an Amp then the phones to make them sound good then buy better headphones IMO.
Here is a fav of mine
"The K701 is so hard to drive, it's very picky with amps"
The 701 is actually one of my easier headphones to drive. You can run the thing on about £50 if you shop wisely.
I know it doesn't have anything to do with the OP but it's an example of all this hear say.
In terms of running expensive headphones it depends what you are running! the HE500 is at £500-600 and needs one WATT of power! this could cost maybe £200.
My £500 SRH1540 are sensitive therefor efficient and can be driven via most portable players but can be driven at full potential at £50. Always look at a headphones sensitivity. You will be surprised at what you can drive on a budget without listening to people who tell you you nee a power-plant to drive certain headphones!