Simply put, most recordings made in studios should not sound particularly spacious and normally quite upfront. B&W used to tailor (maybe they still do) their speaker’s response to have a dip in the presence region of the FR to push some of the forwardness in many recordings back in the soundstage.
Even a lot of classical recordings are pretty close mic’d and therefore will sound more like front row (or onstage!) than mid hall.
For most recordings, I like the “They are here” presence (as long as tonal balance is correct) because they are made that way. On a recording with real (or artificial) depth, it should then sound more like “I am there”.
To have Playback all one way or the other indicates something not right in a system (unless that is the specific goal of course). A system should be a chameleon from recording to recording...if you don’t like a particular perspective then one would need to select recordings that have encoded the desired perspective.
Not all live sounds spacious and fuzzy. Sit close to the stage and it is quite immediate and well defined. Good amplified concerts (like Nik Baertsch Jazz shows I frequent in Zürich) are very direct and punch you in the gut (percussion especially).
I tried my horns straight ahead when I first got them and they lost significant life and energy...Toe-in was essential to having the right balance and I still get plenty of depth when it is on the recording.
Yes, the perspective should change from recording to recording. I have optimized my set up and room acoustics for that as well. A lot of recordings sound upfront and in your face -- I guess it would be too much so for some listeners' tastes, but I like it. On the other hand, large choral or orchestral music can sound as coming from a large acoustic, and with a great amount of depth layering front to back, or with a generally more distant portrayal. But also here perspective varies, with a number of large scale recordings sounding rather upfront. Full toe out of the speakers flattens the differences in perspective somewhat, but not to a large degree.
For quite a long time I had artificial depth in my soundstage, with most recordings sounding 'deep' and a bit distant. Some liked that, but it drove me crazy and diminished my enjoyment. It took quite a bit of effort working on my room acoustics to get it right, but in the end I succeeded. My acoustics are rather difficult, but now I am happy with the result. The last building block was a large absorbing panel in the middle of the front wall (see picture in post #251) which protrudes into the room, leaning against a column of tube traps behind it. It pushed images further forward and helps portray more energy, after other acoustic devices, including window plugs, had done their part as well.
I could have made life easier for myself by putting the speakers closer to the front wall, instead of the 7 feet distance from speaker drivers to it. Yet then the soundstage depth would be diminished. Not only that, the sound would be more 'boxed in' and less free -- I tried it (including at a time when I had less acoustic devices in my room). As I said, my room acoustics are quite difficult.