If you mean live music that is amplified like rock music, then the live sound you hear may be from the PA system which gives it a very forward, often one dimensional sound. Also the reverberation may affect the sound (many greatful dead recordings suffer from this). When audiophiles say live music is the ideal I often disagree unless they are referring to classical or chamber or choir music. I enjoy rock and blues concerts but find that many concerts have pretty bad sound due to the location (eg basketball arenas) but also because everything is pipped through the pa loudspeakers which to me often loses the separation and texture. When I played in a band I loved hearing the drums and fender amp directly when we rehearsed. Going the the PA system usually degrades the sound unless great care is taken by the performers and crew.