What you’re hearing sounds right to me. Most important point is you notice it varies by recording. This is key. Recordings are not all recorded equal, mastered the same, pressings vary, and producers are all over the map when it comes to where they want things to sound like they’re coming from. The more you hear these different recordings sounding different like this the more you can be sure you’re getting it right.
These differences can with certain recordings go so far as to make it seem like the sound is right in your face, or coming from anywhere even sometimes way off to the side beyond the speakers or other times coming from nowhere or everywhere all at once. I’m talking extremes here, not what is common, but just to drive home the point the range is so vast you can’t really talk dimensions in a general sense very well, because there are so many exceptions.
What can be said in a general sense is there is a tendency for the system as if it goes in a more liquid natural presentation with less grain and glare there is a slight tendency for the stage to gain in depth. Certainly when the noise floor drops like you can get with really good power cords, IC and speaker cables (and other things, everything can do this) so that more of the acoustic signature of the venue is heard this will increase your sense of depth and space expanding the stage. We got a guy here misinterprets everything so let me be clear I'm not saying the instruments all move farther apart. Everything stays where it was, you just get the sense its all taking place in a much bigger space, because you can hear the reverberant signature of that space so much more clearly.
The greatest and most universally achievable improvement of all is the improvement you get with a DBA. A huge amount of our sense of space derives from our perception of really low frequency bass. When this is right it creates a sense of envelopment, of being no longer in your room but in the recording venue.