the biggest differences between headphones and speaker, exept the separation that is full for headphones and low for speakers, especially at low frequencies (we hear both speaker with both ears), is that headphones move with our head, while speakers stay at the same place when we move our head.
Our brain is very good at analyzing dynamic information coming from the head's movements. With headphones, it realizes that the source of the sound is moving when the head is moving, and therefore concludes that the sound is coming from an object put on our skull, and not from something in the room.
Another difference is that the wavefront comes parallel to the ear, and, for high frequencies (~10000 Hz complex noise, impulses...) the brain imediately knows that the source is to the left or to the right, and not in front, because it can analyze the holes in the spectrum that are characteristics of a plane wave reflecting into the ear when it comes from a given angle.
The same with speakers put completely to the left and to the right of the head : medium and low frequencies, as well as pure high frequencies (sines) are OK, but you'll never hear complex high frequencies or transients coming from in front of you, even if they are played in mono. The brain can't be fooled, it perfectly localize the two tweeters to the left and to the right.
Notice that it completely depends on the signal used for the test.
A funny game is to put a speaker in front of a friend and another behind him, and bet that he won't be able to tell from which speaker the sound is coming.
Just use a 1000 Hz pure sine, but beware to playback the sine in background, and switch front/rear speakers with the volume muted.
Then quickly rise the volume with an analog volume control, for a very short time. He won't be able to tell from which speaker the sound came ! Or he will mistake one time out of two.
Don't play the sine too long, because if he turns his head a little while the sound is playing, he will be able to tell, also, don't use digital volume controls, nor on/off switches to play the sines, because the noise they make changing the level step by step (i.e. the "click" it makes) has a spectrum wide enough for the brain to localize the good speaker

Just turn the volume control of the ampli.
Edit : explained better