I created much more depth by better positioning of my speakers and also with tube amps. Certain recordings -- such as Chesky’s -- provide excellent samples to see how you’re doing.
In my music, I can hear that, for example, that the tympanis are in the back left and the basses are in the back right. I can hear there are at least two rows of instruments in front of them.
The notion you should "just relax and enjoy the music" is somewhat patronizing, if what is it is assuming is that you’re needing psychological help.
I’m going to assume something different. That you’re intellectually curious about a feature of good audio systems and you’re inquiring. You don’t need to relax -- you need answers.