Yeah the local room mostly disappears so it can feel like headphones. I can only speculate, but to me that indicates you have relatively strong early reflections compared to what comes later from all directions from the room, and there is lack of envelopment. Envelopment (and bass) would be the most obvious things that make the perception of close listening different from listening with actual headphones, main sound localizes in front of you instead of inside your head. Envelopment would be a feeling that you are surrounded by sound, hopefully some tactile feel with bass and so on, to differentiate this close listening stereo speaker setup from headphones
At least that's how it supposed to be at best, local room suppressed as such but not like actual headphones, right?
I can only speculate since I really do not know how it sounds there and how you perceive it and how you feel about the perception. And I totally understand why people like it better listened further away, no judging, I'm just very interested about all this and very thankful you have shared some of your insight on this.
Have you noticed where transition happens, where at the headphone feel starts? how big is your triangle there, distance from ear to speaker? how would you describe the transition?
ps. here is how I got sound inside the head, really headphone feel: speakers about 180deg apart, directly each side of my head. If you have small sofa, place speakers both sides of the sofa, point toward your ears, towards each other. Room gone completely, sound inside head like with headphones
I think its very useful to do listening tests like these, helps to decipher how the room and speakers interact with your hearing system. You always hear the music obviously, so its not a night and day difference that might be a though reading my texts describing the stuff. Moving things around adjusts the illusion that you get. The audible critical distance is quite defined way, a tool, one can use to explore the illusion, explore the possibilities and reason about stuff. Perhaps if you are content what you have then there is no point to, but if you are still seeking for better sound then its very useful to play around with it, to be able to reason about things better, connect audible phenomenon to written concepts.