Sensible advice here so far, especially DSJR's. The sound won't change much with burn-in, though the sand-filled Skylan stands can be a factor. Some folks reported a more open sound when the speakers are decoupled from the top plate of the Skylans. If not considering open low-mass stands, you may want to try decoupling the speakers from the stands apart from reducing the amount of fill in them.
I also concur with most folks here about putting more hours on the Harbeths. You will get to know the strengths of the Harbeth when you spend more time with the speakers. Initial listening impressions can be unimpressive as they may sound less open with *seemingly* reduced energy in the highs in comparison to more forward and bright speakers such as the Kudos.
If the P3ESR still sound shut-in after taking the above into consideration, perhaps the house sound of the Kudos suits you better.
Since you already have a Naim Nait XS, it may be more worthwhile to consider the Rega Brio-R instead of another Naim amp, either for the Kudos or Harbeth. Not too sure which amp you would prefer for the P3ESR though. I've not tried the Brio-R but I prefer a Naim amp over the Rega Elicit on the Harbeth. A matter of preference.
Good luck.