I think I understand now
I have been listening to those sonatas you suggested and what I hear is a lot of what was going on just as we begin to turn from classicalism to romanticism.
In classical period, music was restrained and very formalized. It wasn't very chromatic and its dynamic contrast was kept at a minim. That sentiment changes in the romantic periods as we see less formalizations, more contrast, and more emotion in music. Virtuosity also increased in the early romantic period as composer wanted to dazzle their emerging new audience. You can here this in the Beethoven works you referenced. Because Beethoven was a transitional figure from classical to romantic, you can still hear the classical restrain as well as the emotional charge of the romantic period in the sonatas.
I would suggest to do what Gizmo Hall said and analyze and transcribe the works of the early romantic composers.
When doing so ask yourself these questions:
How are themes and motives being developed, and not just how are they reiterated.
Does the music modulate, use borrowed chords, or use chromatic chords and how?
What are its extremes? (range, virtuosity, dynamics,)
What artistic liberties does the composer takes?