The soundstage on AFO is different from the closed in two ways, so the conversation is probably a bit complex.
First, vocals should be a bit closer which gives a more intimate presentation for the "forward" content in a recording. However, if you listen to far-field sounds like reverb, hall space, etc I think most people will perceive the outer limit of the soundstage should be further out. In other words vocals are closer but the outer boundary of the sound field is further out.
You can really hear the larger soundstage on the open when you listen to a binaural recording like Scribbled Folk Symphonies. If you use the test of "reaching out to grab" an object, you should have to reach further with the open.
Second, the headphones do more isolation than most open headphones. This is a working theory I have, which I came up with after talking to Jude a few years ago about how to compare open and closed headphones for soundstage. I don't want to put words in his mouth, so please understand I'm paraphrasing, and also that his views may have changed.
At the time when we discussed it he suggested that an ideal way to compare open and closed headphones for soundstage would be to do so in a very quiet room. The reason, I believe, is that most open headphones have little or no isolation so external ambience blends with the recorded ambience. My theory is that your brain can't really decouple these two sets of ambient cues so the room sounds become an extension of the recorded sound field. Since AFO significantly reduces higher frequency ambient cues if you listen in a noisier space it may sound less "open" but that is really because your brain isn't hearing the usual room cues it is used to. A bit paradoxically, in a really noisy space ambient noise may begin to overwhelm the more subtle ambient cues, causing the soundstage of the music to collapse. So if the room is kind of home or quiet office normal noise, e.g. ventilators, fans, appliances, some talking in another room, the sound fields can merge, but if its too noisy the ambient noise overwhelms the ambient cues.
Anyhow, the latter points are just a theory and are not validated, so I'd be curious to hear people's experiences with this.