Why don't more recordings have soundstage outside of speakers

As others probably have already said, if the ambient cues aren't on the recording, you won't hear it in your room.

In my opinion, the only way to get a natural soundstage that extends beyond the edges of the speakers, is to record a live event, with care taken to capture the venue ambience. Soundboard recordings are unlikely to do this.

There are studio recordings that use panning, phase and other 'tricks' to get sounds to come from beyond the speakers, but those types of techniques come off (to me) as a bit gimmicky. 

Classical recordings, where the soundstage extends past the outside edges of the speakers, are almost a given, not the exception. At least as far as I've been able to discern. 

But I consistently get soundstages that extend well beyond the outside edges of my speaker (and very deep, too). The illusion of instruments coming from 4 meters beyond the outer edges of my speakers, is not unusual. I've had my dog go running out of my room, growling at the violin that she thinks is coming from down the hall. 

There's actually a very prosaic answer to this question. When we listen closely we tend to look in that direction. Ears on each side of the head, duh. When we record we do the same. Maybe there are groups the performers occupy different locations around the room at random. Not many, is my guess. From intimate solo singer to full orchestra to U2 extravaganza the performance always occupies a relatively small area in front of us.

Anything way off to the sides is therefore much more a gimmick or effect than music.  

There. Done. And on to the next question. ....  

Once again, the mic techniques used for classical recordings are specifically designed to capture information from well beyond a 'relatively small area'. Not just side to side, but deep too. 

Google something like the following "Decca tree recoding an orchestra" or "how to set up mics for recording an orchestra", or similar verbiage.

Take a look at this diagram below and let me know why this mic placement for the San Francisco Orchestra, will only produce a soundstage that 'occupies a relatively small area'. 

http://www.linkwitzlab.com/Audio_production/sf_symphony.htm

Why am I getting the idea that many people here, have not spent a lot of time listening to classical recordings on a good system?

My system, in my relatively small room, consistently produces a soundstage of an orchestra, that sounds about at the same scale as if I was about 20 rows back at Disney Hall. Not trickery, no gimmicks, no false large soundstage created by early reflections, etc. Simply the soundstage captured on the recording by tried and true recording methods. 

 however I have learned that instruments themselves should not come from beyond the speakers which is what you would expect if you think about it. I use to occasionally hear some instruments on certain recordings come from beyond the speakers.

I will have to completely disagree with you on this.

A symphony orchestra is set up with violins stage far right, double basses are far left. The main mics are, usually, setup in a Decca Tree config (which is used almost exclusively for orchestral recordings), the 2 mics used to capture stereo, are omnidirectional, and they are usually fairly close to each other. So, they are definitely capturing information from well beyond their outer 'edges'. There are also "outrigger" mics to capture a bit more ambience. 

On a decent classical recording, there is plenty of information from beyond the outer edges of the mics, and if the speakers (and room) are relatively good, those violins stage right, and basses stage left, will come from beyond the outer edges of the speakers. And it's not a gimmick, it's on the recording. 

Maybe if the information that was coming from past the outside edges of the speakers was of instruments that aren't supposed to be to the far left or far right, like clarinets or some other instrument from the closer to the center of the orchestra. If a clarinet seemed like it was coming from beyond the edges of my speakers, that I could see blaming on artifacts of a poor room. But the fact that the instruments that always seem like they are coming from past the edges of my speakers, are only those at stage right or left, seems like a bit too much of a coincidence. 

I've got great diffusion behind the speakers, absorption on the side wall and ceiling. 

Not to mention, I've heard a large pair of Wilson Alexandria speakers in a room so large and well treated, that I would be surprised if the side walls came into play at all. And again, tons of very natural sounding orchestral instruments coming from past the outer edges of the speakers.