Yes good music can "take you away", but whether it does so or not, the music itself masks many of the distortion products that it creates. This property of hearing perception makes trustworthy distortion measurements elusive. Simple distortion measurements, like harmonic distortion, are useful for design engineers, aiming for as close to zero as possible, but of no use to consumers hoping to learn whether the distortion is audible in music. Fortunately, Klippel has provided the industry with effective ways to measure distortions in transducers during the design process, so that it is truly rare to hear audible distortion in competently designed HiFi loudspeakers, but it can be found in small portable devices. That said, many of those have distortion limiting algorithms built in - the low bass disappears as the volume is turned up, and eventually nothing gets louder.
Resonances in loudspeakers are independent of source material or sound level. They add unchanging coloration to everything.
Studios who calibrate systems to "house curves" are living in a quaintly old fashioned, unrealistic world. The "standard" for loudspeaker performance is anechoic data, like Amir creates, not room curves.