In mix studio recording acoustical cues for depth are added artificially ...
i have a few DJ music like this...
I listen mostly jazz and classic and i always experienced depth level and soundstage filling the room at some degree accordingly to the recording process ...
If you dont perceive it your system/room is not optimized acoustically... The electrical noise floor level, and lack in vibrations mechanical control, are the causes, maybe the gear synergy also, but the problem most of the times is also a lack of acoustic room control... for sure speakers positions and location play a role but this is evident...The other cause are less evident and very powerful actors in sound perception degradation...