jaxwired: First of all, why are you assuming that blind testing is done with the listeners eyes shut? Acoustically transparent but visually opaque material is readily available. I would expect this to be the norm for blind testing. This would invalidate your argument. This is an interesting point though.
When you sit in front of a pair of speakers with your eyes open, you can see the speakers, you can see the room. You know where the sound is coming from, and you know the confines of the room - therefore the sound stays within the room.
Try this: Listen to a track on your system as you normally would. Then, close the curtains and any doors into the room turn off the lights, put on some music on and start listening. Close your eyes and focus on nothing except the music. The idea is to focus only on the sound your hearing. If you close your eyes and imagine you're in the room you're in, it'll sound the same. Forget your speakers. forget your room, forget your walls, imagine you're boundaries are infinite: there are no walls, you're not in your living room, you're not in your house. If you can focus only on the music and get lost in it, you will hear the sort of soundstage your system is really capable of, and you'll probably be surprised at just how big it is, and the real depth on offer. I've had speakers where I do this, and it sounds like the speakers are about 2 feet in front of me, which tells me they're very good at projecting their image towards you without holding back. This might sound weird, but if you can do it properly, it's an eye opener (but don't open your eyes, it'll spoil it!). If at any point you become aware of your surroundings again, you'll lose it.
Some people may already do this, but if you don't, try it - you'll need to be alone though and without the possibility of being disturbed.