Is soundstage DEPTH a myth?

Try listening to more mono music and tune the room to that. It does exist.  

I have perceived varying levels of soundstage depth in recordings themselves and in the way the music is presented via my equipment.
Much improved speakers revealed this.
My response was something like, “wow, the distance between those cymbals and the lead vocal seems physically pronounced.”
I find soundstage depth to be an interesting aural perception.
Mono recordings from the ‘30s and ‘40s are recordings where I do not “see” a tall, wide, expansive, immaculately separated combination of elements, but a narrow, short, yet wonderfully deep “tunnel” where I can “see” into a deep background.
Just my personal experience.
I find many modern recordings are very “shallow.” Right up front and dry, almost like a pencil sketch on paper instead of a deep, 3-D experience.
Something antithetical to such a presentation might be, say, Rudy Van Gelder recordings from the ‘50s or ‘60s, or September of My Years by Frank Sinatra. A far more palpable sense of physical space between the various individual sonic elements and a far more dynamic and expansive overall presentation in terms of depth, width, and height,

Depth can happen on a boom box no problem, it has nothing to do with the sound system it has to do with the way the music was recorded. I've done thousands. 2 mics over the conductors head will give lots of depth. Why do audiophiles assume that music is all miked the same? Modern music isn't recorded for depth it is close miked with a multitrack recorder.

The album

Gabi Hartmann - Gabi Hartmann

is recorded with lots of depth in the soundstage.

Hear i.e the piano and woodwinds on track four.

Real depth or created at the mixer board?

Electronic music often have created depth in the soundstage.

Sound "appears" to come from far left and right, well outside the speaker placement width.

It also appears behind the speakers, in front of the speakers, apparent height is also heard, and if you have a nice setup you can actually hear sound that appears to come from behind the listener.

You don't need expensive equipment to hear this.  A definitely not audiophile, fully studio manufactured, recording I use for a lot of demos is Led Zeppelin II, side one.  If you can't hear the swirling up and behind your head on track 1 your speakers/room are not set up properly.

Chesky demonstration disks can show all of this.