How LARGE do you like your music?
Unless a system can cleanly reproduce all the information (well engineered/recorded in an environment with good acoustics and mic placement) in a quality cut, to the original/intended dB level; It's listener will never hear that information.
ie, regarding, "depth": the reflection off the venue's back wall.
Of course: familiarity with the venue in which a recording was made, would go a long way with regards to recognizing whether what one's hearing is actually accurate. NOT that that's a necessity, when it comes to the enjoyment of one's music, BUT- having that knowledge, one can be confident that their other recordings are also being faithfully reproduced.
'Checkerboard Lounge Live Chicago 1981' (on vinyl) is a favorite of mine, far as being able to hear the room, especially between songs.
Especially, in the softer cuts of Diana Krall's 'Live in Paris' vinyl (45 RPM/180 Gram), I find the Olympia Theatre's back wall reflections nicely reproduced (with accurate depth).
Back the the size-of-your-music thing: I turn my sound up slowly (a song at a time, to acclimate the ears to higher dB levels, without having them shut down), until my image height reflects where I imagine/know the performers to have been, when recorded. Again: a system has to be able to reach that level cleanly/without distortion, or: it's just LOUD (iow: noise).
It's been my experience: seated in the better/more expensive, front and center seats; it's easy to hear and locate individual voices (human or instrumental), on a stage and seldom would the level be low enough for some to consider, "safe enough". Yet: no one complains, because it's clean sound (just big).
OF COURSE: different strokes, for different folks.
Happy listening!