It's as natural as cola. There rarely is a real band, or real soundstage. It's all overdubbing, tons of effects, overprocessed to death. If you hear amazing presence and airyness in vocals and plucked strings, it's an effect. The soundstage is just a stereo panning effect, air is reverb. Real vocals and real instruments sound boring compared to the final production result.
A good analogy is Photoshopped and Raw photography. No one in advertising or art delivers raw photography. No one in the music business delivers raw music. Ever heard a Stratocaster without fuzzy distortion? Boring. Everything is flavored and saturated to the max, including the loudness compression that we talk about so much. Exception would be classical music and instrumental jazz. Poppy jazz with Diana Krall, Norah Jones etc. also is saturated with production effects.
So this means I cannot know what the finished product of these popular genres is suposed to sound like because I can't have a reference. Live events, vocals and instruments sound drastically different to studio recorded albums. So how do I know?
Easy.
The engineer is hearing his final mix in his studio on a pair of speakers. I'm hearing the finshed product on a pair of speakers too. Only way we both get to hear the same thing is if we both have neutral sounding speakers with good on and off axis response. Only difference would then be the SPL. In acoustically treated studio they would tend to listen very loud, and us at home for multiple reasons listen at much lower SPL. Of course at home I also have to have the rest of my system neutral, otherwise any added coloration will be presented by the neutral speakers.
Next, one needs to know how vinyl is made (cutting, pressing, several stages of compression and equalization) as well as how digital audio is made. When you know this, you realize that vinyl cannot deliver the same sound the engineer was hearing in the studio. Digital can. So if your source is digital, you can focus on your speakers as the real bottleneck in the system. If you add another transducer in the chain, now you have two bottlenecks that prevent you from hearing what the original recording is suposed to sound like. Two money pits.
Now, a valid question is
do I really care if I'm getting accurate and life like sound. What if I prefer what sounds better to me? I guess if it was pop/rock/rnb/hiphop etc. maybe you shouldn't. It's like being obsessive of making the perfect copy of a $7 McDonalds burger at home. Why not even improve it? Isn't that what everyone is doing by using outdated tech like valves and vinyl? Now just pour ketchup, melt some butter, add salt, whatever makes you eat that burger with a smile. The threads how to get metal to sound warmer and nicer at an older age come to mind right now. I doubt when you were young you wanted your metal to sound tame and pleasant.
I personally don't care how rock sounds or if I'm getting it right like in the studio. I often listen to it on terrible integrated speakers in my PC monitor, while streaming from Youtube. Classical music and instrumental jazz, a different story for me. I want them perfect. Why? Because in those genres the studio engineer doesn't go out on the parking lot to hear the final mix in his car as final method of evaluating the quality of his workmanship.