I was recently visiting my son and he has a 3D gaming headset and games. After much adjustment (old eyes) it was completely enthralling. OMG a whole new world. The downside is when you take the headset off your whole world collapses into the room you're standing in. Almost disappointing!
My rig does the same thing and given the size of all the equipment and speakers it is rather remarkable. As a side note the electronics are in between the speakers so that sort of puts that "old saw" to rest.
To answer your question it happens all the time with well recorded material @baylinor .
Particularly delightful on live jazz recordings. Even DSTM does a great job of disappearing, sort of surprising due to the tons of electronic sounds going on.
Regards,
barts