I agree, but most things are like that actually. The first time you encounter something, it's always different from later encounters. With goa/psy, for me, it tends to be due to the layering. On a first listen I'll get a general sense of the emotional impact of the song, and the more I listen to it the more detail starts to come out as I hear more things that were a little masked the first time around.
On the other hand, if I hear a good rock song for the first time, there is very little sonically that I miss the first time, but subsequent listens usually make the emotional impact evolve and become more nuanced to my mind.