Volume considerations

Our ears, as in our hearing, starts to compress when faced with amplitude that is too high. Also, older listeners may seek to increase volume in an attempt to linearize what they hear -i..e to make frequencies that their hearing is deficient in audible. But that becomes a fool's game because more volume equals more hearing loss. So best all round to listen at sensible levels. 

@rvpiano what you’re describing has to do with room acoustics and amplifier headroom. Room acoustics will greatly affect the depth and width of soundstage as the volume goes up and the walls, ceiling, floor and other objects in the room begin to play into reflections. Sound bouncing around impacts timing and delivery and your brain isn’t able to perceive it the same way as at lower levels with less interaction from room boundaries. 
The amplifier headroom and distortion will impact the accuracy , focus and depth as well, as you push the amp harder. 
Each component has a sweet spot in volume range and that’s dictated by the load and room acoustics. There will be less smearing at lower volumes with a more powerful amp and better treated room. 

I hear what you’re saying. 🙂

And that’s why I rarely listen above 85dbs.  I have an okay system that’s capable allowing my neighbors to sing a long, but the sound becomes uncomfortable for me.

@curiousjim 

Yes, same here,

It is most likely a combination of overloading the room and your ears (and possibly the equipment as distortion generally increases especially with speaker designs)

Ears will also "compress" as they compensate for the loud volume.  This can be called "ear fatigue" where our ears are no longer sensitive to subtle dynamics.

And probably the biggest one is the room acoustics being overloaded.  If it takes X milliseconds for a certain frequency to decay to Y decibels, if it's super loud, Y decibels will take longer to reach because of the sheer volume which will cause distortion and phasing as the frequencies at play are interacting with each other for a longer period and at a higher volume.

I've found for low volume listening tube amps are great for this reason - more full bodied at lower volumes.  Start to crank it though and the solid state designs around the same price seem to outshine them.  Just an added two cents.  I'm sure this isn't always the case (I've never tried a Decware and I hear they are better with this) but just in my experience YMMV