It may be ill-advised to defend a dead account, but here goes:
Bruckner, Wagner, Smetana, JanŠček, Schoenberg and co. were all lacking in the insight department, obviously.
Obviously, "uncharacteristically insightful" is a poor choice of words. Wolf paints a remarkably clear picture in a small space, something those composers mentioned did rarely, at least from what I've heard.
This is a broad question, but what "late Romantic" music would you recommend? Certainly those interested here are also acquainted with Bruckner's Symphonies, Wagner, and maybe Schoenberg's Verklaerte Nacht.
Scriabin, for his very convoluted, extremely chromatic and highly mystical late piano works. His are freely atonal pieces of earth shattering intensity and his language was to become with age a strikingly individual one: he started as a talented Chopin imitator only to become something else altogether with time, a man with destructive delusions of grandeur who was to prefigure by a few years many of the developments to come by way of the Viennese. Sofronitsky, his son-in-law, recorded many of his works and is usually regarded as one of the great exponent of his music.
Alban Berg, the most overtly romantic of the second Viennese school composers. Most of his works are filled with tonal reminiscence, yet his better works are just as immediately expressive as his brethren's. Don't miss the fascinating piano sonata, the searingly beautiful violin concerto, the dark and aptly named lyrische suite and the music from his two operas: Wozzeck and Lulu.
Richard Strauss, the incredibly talented opera composer who unfortunately shied away from modernist strains that often makes late-romanticism so appealing rather early in his career. Still, Salome and Elektra are prime examples of the last great flowering of romanticism, with their striking harmonies accompanying these dark, maddened story.
JanŠček, for sheer passion taken to its utmost extreme, for the speech-like melodies and for his intense advocacy for the great folk music of his land (and also for the great Russian literary tradition!). Go for the fabulous string quartets, the piano sonata or the great operas.
Gustav Mahler, the last great Germanic symphonist. Nowhere before was wallowing in self-indulgence this aesthetically satisfying. He makes up for his overly long and grandiose creations with his complete mastery over the orchestra and with his very keen sense for drama. His music is alive with hymns, parodies, marches and songs and his creativity and insight when it comes to the structure of the romantic symphony is second to none. Of special note was his ability to include the Germanic lieder tradition in his orchestral compositions, his Lied von der Erde is a great masterpiece.
Schoenberg, other than his sextet, one should not miss his other early works like the Gurre-lieder and especially the Chamber-Symphony Op. 9, still tonal but just barely. The lieder too, he was a very fine song composer but this aspect of his work is often unjustly overlooked. Don't miss the Webern Passacaglia either, a great representation of what late-romanticism stands for.
And then I could also extol the virtues of many other composers too, in my mind this period is one of the most interesting in all of western classical music. In these times filled with uncertainties many, many composers tried to rise up to the challenge of providing answers to some of the nagging questions that were on everyone's mind. Bartok, Szymanowski, Zemlinsky and Stravinsky in particular, are also very much worthy of investigations.