The thing about British Lion is that it's mediocre recorded and swiftly mixed. Kevin Shirley probably quick mixed it as a favour to Steve. It just isn't very good - Not Shirley's fault, he was supplied with poor recordings that dont blend that well with eachother, so even though Shirley balanced the mix properly (although the bass has too much low mids for my taste, but that's Steve Harris' sound) it doesn't sound particularly good. It's okay, but that's it really.
Hearing 22 khz won't make it sound good, that's not where the problem lies. There are no bass guitar, electric guitar or vocal content or drum content (cymbals and hihats are another matter) there. I think the big problem is the guitar sound (and a bit too loud vocals.). Sounds like each part is single tracked (you usually double track guitars, Maiden have done so since Killers. Can't recall if the debute album had layered guitars or not) and are often in mono (leads tend to have a stereo image) . It makes it sound weak. Better guitar sound (and more guitar tracks and parts), a little less vocals would go a long way.
And no, I am most certainly not downplaying it, you are overestimating it. There are no fundamental frequencies in that range, or any first harmonics, second, third, fourth and so on of any kind. They are top harmonics, mostly for cymbals, and hihats, and some small high pitched flutes. Top. The important information is down below. The 15 khz + range is, I think, the least important range along with the 60 hz and below range, which is why music still sounds good and open to people that can't hear past 15 khz. As I have said, most older recordings have very little above 15 khz. The money is in the mids, they are the most important, because that's where the most information exists.
Now, onwards to the whole hifi-thing. Hifi-magazines tend to grossly overestimate the impact of gear. They neglect acoustic treatment (as hifi-magazines exist to sell gear), which is every bit as important. Why? Because in an untreated room, frequencies will interfere with eachother and cancel eachother out, add to eachother so that certain frequencies get highly accentuated, flutter echo, weird room reverb, bass buildup in corners etc etc, all providing a very distorted (as in, unrealistic) and uneven representation of the media. You can take 200 000 dollar equipment in a shitty room, place them incorrectly and it will sound like shit. I remember reading about a self proclaimed audiophile talking about his ultra expensive gear - Which he listened to in his untreated concrete basement...
A speaker set or headphones can list a very wide frequency range - But, headphone specification stating the headphones reach from 20 hz to 39 khz or whatever, really says very little. It tells you the highest and lowest frequency they replicate, nothing else. It does not tell you if there is a giant dip at 500 hz. It does not say how flat the response is In the case of Koss Porta pro, which I think are pretty good low budget travel phones (they cost like nothing), you have widely accentuated 100 hz area (6 dB or so), along with 8-10 khz (also 6 dB SPL = double) but then it slopes down. They are supposed to be 15-25. You will not actually hear neither 15 hz or the 25 khz, because the reproduction of those frequencies is extremely low in level - Besides, bass needs space to develop because of the very long wavelengths. The response is not flat and the representation not accurate. What you strive for is a flat response. The Adam A7X monitors are rather flat. They variate at +/- 2 dB which is rather good. The specifications on the Koss would rather read something like +/- 12 dB (
http://cdn.head-fi.org/1/1f/1f5b5708_fr.png). See, 100 hz is increased by 12 dB.