Normally natural sound inside a performance hall is the way to enjoy live music at its best. This is usually the case with classical music although chamber concerts with even small bands of any genre and no amplification are awesome too.
The problem with most outdoor venues is the amplification. It can change everything.
I agree with your frustration. Done properly outdoor concerts can be enjoyable if the sound system is "invisible" meaning it just adds volume and nothing else. Very hard to do.
Go to venues that have natural sound performances. Your city symphony orchestra being the top choice usually.
More options available at local colleges, churches, museums, etc.
Like I said you find mostly classical music but also some great jazz, vocals and pop from less known bands will allow you to enjoy music heaven.
Then come to your home system for a close to live natural sound experience and keep working on your equipment to make it as enjoyable as you can.
Luis D. Paret
Keller, TX