That is weird. Unless the recordings you're listening to were made with everything panned hard left and right, you should get a center image. You'll sense it as being in the middle if your head and not necessarily in front of you, but it should be there.
Though I suppose it's possible that there are some folks out there whose brains may be wired up such that they simply can't sense that "middle of your head" imaging. I mean, there are much stranger things than that, such as people who don't hear music, but "see" it instead.
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