So the question is, lets do a relative comparison between the HD800 and HE-500. We'll simplify things for now.

HD800
Nominal impedance: 350 ohms (doubling around ~100Hz)
Power required for 90db SPL: 0.00016 watts

HE-500

Nominal impedance: 46 ohms
Power required for 90db SPL: 0.00204 watts

The amplification question

Most people who own HD800s would agree that some sort of amp with decent power is necessary to get the best of out them in terms of bass precision, control, slam, etc. So lets take for example the BHA-1, EC S7, Mjolnir or even the BA (not as powerful as people think). These three amps will output approximately 300mW to 800mW to the HD800.

HD800 amp power / 90db sensitivity ratio

So let's do 90db sensitivity thing and come up with a ratio. For the sake of simplicity, let's pick a number and use 500 mW for the output of a typical HD800 amp in a "good" setup:

0.500 W / 0.00016 = 3125 x

HE-500 amp power / 90db sensitivity ratio

So let's say we are using a speaker amp which outputs about 8 watts into 46 ohms (again, keeping in mind that 46 ohms is much much higher than most speakers which are nominal 8 or 4 ohms, hence less power into headphones).

8 W / 0.00204 = 3921 x

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The mega power amp paired with the HE-500 has a higher power / headphone sensitivity ratio, but it's not any more overkill than many amps commonly paired with the HD800. We are still playing within the same magnitude.