You don't need lossless audio to make an emotional connection to a song. Why are you listening to music if you're not getting emotionally involved?
No, you're right, I don't. But with lossless audio, and the proper equipment, you can connect so much more deeply with the artist. Every chord and dissonant tone comes out in full in a jazz song. Beautiful Oscar Peterson piano trills with decrescendo and a ritardando come out so much more powerfully. That last long vibrato note of Wynton's trumpet held out over Dan Nimmer's shimmering last piano chord impacts you like a nuclear shockwave. The twang of Ray Brown's bass is sharp and breathtaking.
I can feel the pain in Billie Holiday's voice. Johnny Hartman's baritone voice juxtaposed with John Coltrane's fantastic saxophone work puts me completely on another plane of consciousness.
BB King's great blues licks come out in full force. I can hear every improvised note and every blues scale that is plucked on that guitar. The nice "thwack" of a bass guitar on a Pink Floyd track is tight and crisp.
So, no I don't need lossless... just like you don't even need music.
If you've never listened to lossless audio with a decent set of cans, you won't care. Get a decent soundcard, a pair of Grado SR80i headphones, rip any jazz, blues, or rock album from a CD to FLAC, and listen.
You will never go back to those crappy iPod earbuds (or EarPods, as they're now called) again.