Is soundstage DEPTH a myth?

I didn't want to go to the cost angle.   But yes, to move sonically from mid-tier hifi, one must spend some bucks to enter sonically into the true high end. This isn't dollar value related alone, but is attributable to a certain dollar value.   My decades ago Aragon amp vs Audio Research amp experiences (that I mentioned above) demonstrated the difference between a sonically good, but mid-tier amp and one that was a true high end amp. 

Once one owns, or has heard what a highly resolved system brings to the table, if depth and soundstage isn’t discernable or barely is so, consider yourself lucky, because you can save some bucks.  But for me, soundstage and imaging provide the better the you-are-at-the-performance illusion and the better that illusion, the better the system is and the happier I am. 

For a similar performance, some components are less expensive that others.  Most of us have looked for giant killers.  While a similar sound achievement can be had for oftentimes less money, there are no David’s and Goliath’s There are just some overpriced and underpriced components for the results they provide.

Listen to what some people believe are systems that are doing most everything right and you will get an idea of what to listen for.  But obviously, there is no best of the best, just a mixture of the best of the best components.  Every component has its pros and cons – i.e., what it does well and not so well.  However, at the higher-end of the sonic scale, those variables are generally lessened.   With each component at that level, being more the same than different.  Add those component variables to each of our room variables, our individual components and how they synergize and then the big variable (if you've done enough homework), is knowing and recognizing what your own sonic preferences are.   Those variables are then used when choosing equipment.

After a certain cost point, the cost to benefit ratio does increase exponentially.  Each of us must judge whether we can financially make that move and have learned enough to determine that move is rewarding enough to make.

                             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).

           Most Blues are just meant to be played energetically.

           Ever seen anyone cover their ears during the Finale of Stravinsky's 'Firebird'?     

           The long pipes/pedal notes of the Crystal Cathedral's Ruffatti organ could/would pull the air from your lungs.     Playing Crystal Clear's DTD recording brings that home.

            It's also during such reproduction, that the effects improved fuses, PC or speaker cables and interconnects bring to the listening room, are most evident.

            The tests I mentioned in my first post eliminate all the variables and present the listener with established sounds, that will let them know if their system is actually reproducing what's in the recording.

             If your system doesn't put out (or you can't hear) what's in those tests: it's NOT because the effects are a, "myth"!

The answers from you guys are, yes soundstage depth is real. The only question left is would people experience it regularly or with just a few rare pieces of music?

Because of what I listen to, I recognize imaging, soundstage and depth most always.  But I'm sure I tend to favor recordings with those attributes.  However, most of the tracks in my 100K plus library have those attributes. 

Imaging, soundstage and depth are a result of the recording engineering and of course, the type of recording it is.  Listen to some well-recorded jazz or live jazz -- and that is most of it -- you can hear the room, the audience and there is depth and a sense of the room.  The same can be said for symphonic recordings and many studio recordings.  Soundstage and depth provide a sense of being in bar, the recording studio, or the symphonic hall.  Without the you-are-there attribute, my Alexa speakers would be sufficient verses my Klipsch, Martin Logan and SoundLab speaker rooms.

Don't listen to @audioman58 . 

You don't have to to spend that kind of money to get soundstage and depth. 

I wonder if rear fireing speakers ( often a midrange driver ) could help,
perceiving depth ?

I have Audiovector R6 Arrelé  and I do perceive depth .