Why do Classical CDs sound less Alive/Real/Present ?

a lot of instruments going on at one time?

It's true, and modern classical production uses multiple microphones that are placed close to the instruments. The result is the entire orchestra recorded at full volume with no sense of space between instruments and no ambient sound.
Classical music (and jazz) in days past were recorded using minimal mic's strategically placed to pick up the sound of each section of the orchestra; eg, one mic for the brass section. The mic has a pickup pattern which is shaped liked a hemisphere and can pick up sound from the front as well as left and right side. This technique of mic'ing provides space and dimension between instruments.
There are also microphones placed high above the conductor and across the front of the stage to pick up the natural ambience of the concert hall. When the performance is mixed, there is a live feel to the recording. The soundstage has dimension rather than a flat close up sound.

Try sampling some stereo performances from the 1960s to early 70s. There are certain record labels such as Telarc who have always used the best recording techniques.

Or maybe you're not getting proper imaging due to the positioning of your speakers or room treatments. 
Too much absorbion on the wall behind the speakers will flatten the image, IOW there won't be any 3D presentation.
Try moving your speakers forward or farther apart. Maybe they need toe-in. 
My room is 12' x 16' and I listen to classical CDs. My digital playback presents symphonic music as realistic, spacious, and dynamic. Of course, some CDs sound terrible, and if the performers are over-mic'd the music will sound flat and congested.

Can you tell us about your system?

As @elizabeth stated, you shouldn't have to experience sitting in the front row of a symphony recording at home; all instrument sections up front and loud. 

@tomcy6 , I agree. See my post for the non-technical explanation of good and bad recording techniques.
But I don't see any major labels returning to the purer, more organic way of mic'ing an orchestra. Although some  chamber music and quartets are very well done.

Thanks, @recluse. There are many good DDD discs, but they weren't produced well in the 1980's. Early digital was pretty terrible for classical music; technology was in its infancy and there was a learning curve for the engineers and producers. Certain labels were able to make quality DDD discs and most came after 1990... Decca, Telarc, EMI, Phillips. I like RCA Red Seal for consistent quality recordings over the years.
DG were terrible recordings in the 80s; over-mic'd and harsh. I believe their digital is still inferior to other record labels; they continue to use close up multi-miking. And their 1970s analogue recordings sound very dry.

I very much enjoy AAD and ADD recordings; ADD are often remasters which have cleaned up the older recordings. Sony Classical had success remastering the Columbia catalogue which included many excellent performances and conductors (Bernstein with the NYP).
And Mercury Living Presence should be in every classical fan's collection.

@tomcy6 , no doubt. I'm at the point of flogging a dead horse.

I would like to know about his room and components. There may be ways to improve the performance of his playback.