Of course we do.
Unless you have a very limited musical palette that only consists of amplified music, then you know exactly what live instruments and vocals sound like.
Some of my most enjoyable musical experiences have been "live".
Rigoletto, Turandot, or La Boheme at the Met
Bryn Terfel, Cecilia Bartoli, Joyce DiDonato or Renée Fleming at local recitals
Buddy Rich and his orchestra or Woody Herman and the Thundering Herd at the Commodore Ballroom