I wouldn't say they do here.It does. It's more dynamic, natural, live, the instruments are clearer in space, Lou Reed (who's talking as much as singing) seems like he's in the room, having a conversation with me.
So is the more 'present' because of the nature of the source? Interactive vs point and click. 20 minutes vs ? hours. Large cover vs tiny print on a screen, maybe? Does my increased level of interaction with the source increase my appreciation of it? Am I just paying closer attention because analog demands it?
Or is there some quality of the sound that is taken out when it removed from the physical realm -- into the theoretical realm? A record after all is a physical imprint of the sound.
You can literally feel the sound in a record groove.
Can't do that with 1s and 0s.
Of course, that shouldn't matter. the resolution of digital is so high that machines can't tell anything is missing, so why should humans be able to. There is no "physicality" to sound, in reality.
Is there?
I have made digital copies of LPs which are indistinguishable from playing the LP itself, so there is certainly nothing about the digital process which sounds worse than an LP.
There are several known possibilities though.
There is the strange situation with dynamic range compression. LPs need it for classical music because the dynamic range of the music is sufficiently wide for either the peaks to have excessive distortion or the quiet parts descend into audible noise.
OTOH with rock music the dynamic range of the music tends to be much less so compression isn't usually necessary on a rock LP but, because a lot of digital music gets played on ear buds and in cars much rock music is mastered much more compressed in digital files than it needs to be so that we have the odd situation that some LPs have a wider dynamic range than a CD of the same album despite the CD medium having a noticeably greater potential.
Many of the shortcomings of analogue recording and playback are euphonic. The mechanical and airborne vibration pickup adds (system dependant) extra reverb on playback.
Many cartridges are rolled off at higher frequencies which a lot of people, IME, prefer to a flat frequency response - Often described as sounding "more analogue" and this is particularly beneficial on a cheaper system with, perhaps, harsh treble.
In order to have a continuous groove high level bass frequencies have to be cut mono, so in a lot of recordings the whole bass side is monoed which, again, is better because the amp and speakers share the most power hungry part of the music.
The down side of LPs is speed stability and distortion at higher levels and frequencies.