Is soundstage DEPTH a myth?

Ok, help me out fellas. Is it a myth or what?

I’m a good listener, I listen deep into the music, and I feel like I have good ears. But I can’t confirm that I can hear soundstage depth. I can hear 1 instrument is louder, but this doesn’t help me to tell if something is more forward or more behind. Even in real life and 2 people are talking, I can’t honestly say I know which one is in front.

The one behind will sound less loud, but is that all there is to soundstage depth? I think the answer I’m looking for has to do with something I read recently. Something about depth exist only in the center in most system, the good systems has depth all around the soundstage.