Some recordings help by providing your with a diagram of the recording venue and the microphone positioning. A test disc with a walkaround should help you determine how good your system can reproduce space. I like the track on the XLO Test and burn in disc. The Chesky one is good too. I wonder whether transparency is always good.
Many recordings are substandard.
I don't really blame recording companies. Many sound engineers try and mix the sound to make it appealing on the majority of sound systems. Unfortunately that means all those cheap boomboxes, car stereos, and mini systems. Some recordings are so bad as to be absolutely unlistenable on my system. When that happens, the experience is so depressing that I don't enjoy the music.