I could never hear sound going beyond the walls no matter how good the system was.
I have to listen in total darkness or eyes closed for that to happen. When I turn the lights on it can be surprising to see a ceiling or wall closer than where there was a sense of sound. With the lights on I can never get over my visual bias.
Anywaaaay, back to the topic in hand. I have to say I haven't heard 'soundstage' anywhere near as much as some others have (things inside their heads, behind the front wall and so on),
For me, sensation of sound in my ears or inside my head (some call it headphone effect I guess) only happened in a space with a great excess of absorption. Others have reported the sensation with very narrow dispersion speakers.
Regarding sound beyond walls see my comment above.
Unless you are demoing recordings like QSound It is not possible with conventional stereo.
Is there even such a thing as "conventional stereo"? I have no idea what that would mean. Based on one of your earlier posts you may have in mind a generic stereo mic with no spacing to capture the inter aural delay/phase relationship... But I wouldn't call such a simplistic approach "conventional", I'd call it ineffective.
There are so many different microphone types and recording configurations that capture phase/delay information that can recreate a spacious sound during 2-channel playback, oftentimes including more than just two microphones. However, just because it takes expertise and creativity to capture a compelling stereo soundfield doesn't mean it's a trick or somehow not stereo. Artists and engineers finding ways to maximize the capabilites of the playback system (including various electronic processing) is part of the creative process and it increases the pleasure of listening. Just because it takes creativity doesn't somehow make the result less enjoyable.
There's a stereophile test CD that captures the same scene with different microphone setups. In a highly overdamped room, I would get a sense of depth, sounds behind me, and the sensation of the sound nearly brushing my left ear when they walked back-to-front past the microphone, but it was never wider than the speakers. In a reflective room, there was depth, and the sound was wider than the speakers, but I didn't get the illusion of sound behind me or brushing past my ear. So it seems to me to be very much dependent on the room; unless we listen outside, in anechoic chambers, or highly overdmped spaces, the room is possibly the greatest factor in creating or destroying certain illusions, at least once some minimum level of competently designed speakers are in use.
I wonder if people already started to imagine the sound scene rather than determining based on what they hear.
There are absolutely aspects of truth to this for me. For example, see my earlier comments about 'finding my seat in the audience'.
When I heard sound behind me using the stereophile CD I suspect there was enough ambiguity in the soundfield (due to the excess absorption hiding room cues) that knowing the sound was coming from the back was enough information to let me interpret the sound as coming from the back as well; but once it happened, the sensation was real. Just like some optical illusions can let you see two entirely different pictures depending on what you focus on, having a mental predisposition can help the perception of the soundfield as a real space as well.
Lastly, no matter what I try, I can never get the same sensation of sound behind me on the stereophile CD in the livelier room; the room cues are just too strong telling me the sound is coming from the front to let the perception of sound behind me materialize. It's not just the speakers, the room and setup matters, too.