big rig vs. the second system

I've been listening to a number of recordings recently on my primary system and then immediately afterwards on the secondary one, with some pretty consistent results.

The biggest difference that I notice is not in ability in the treble, mid-range or bass, not in timbral accuracy, not in imaging, not in soundstage, not in rhythm and timing, etc., but rather in a sonic characteristic that I'm not sure quite how to name. Presence--immediacy--shimmer, are the three words that I can think of for the moment that come closest. It's that you-are-in-the-same-room versus the you-are-in-the-next-room sensation. And although it's one of the hoariest audio-reviewing cliches out there, you could describe it as as the difference between a non-transparent acoustic veil being lowered and raised. Perhaps there's a solid reason why this is such a cliche.

I wonder if this is just my experience, or whether others find that this is the primary difference, too.