The sense that "you are there," as rendered on a high-end music system, is both a joy and a mystery. Joy, because we want to believe. Mystery, because the cues we rely upon are different for each of us.
Some music lovers are sold as soon as they hear perfect tonality. "That sounds exactly like a '56 alder Stratocaster."
Some listeners, like me, are convinced by imaging. "The players are so perfectly defined in space I can hear them breathe."
Still others focus on subtle cues. "It's so real I can hear the reflections off the far walls."
Whatever cues offer convincing realism to you, it's good to give yourself permission to magnify them through equipment, cable, and setup choices.
That "you are there" experience is what keeps us interested.