What a great question!
In my experience some speakers 'disappeared' a little more than others.
My Tannoy Berkeley's don't disappear at all.
OK, they're better with some recordings than others, but I'm guessing a large wooden box made in the 1970s is never going to vanish completely.
I'm guessing it's something to do with both construction and presentation. Harbeth, for one, claim that the panel resonances in their speakers lie beneath the threshold of hearing.
And they have data to back themselves up.
However, unless a speaker is omnidirectional, I'm again guessing that you will always know the sound is coming from a pair of transducers.
Closing my eyes is a must for me if I want to even get close.