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I’m aware that there has been some criticism of the IPA’s classification of approximants, as well as debate over the merit of the term itself. However, my understanding is that approximants are the least constricted phones that are still consonantal in nature and can be classified as occurring at a particular place of primary articulation.

Because of this, many approximants sound extremely similar to the fricatives at the same place of articulation. Some approximants even use the same glyph as their corresponding fricative, like [ʁ̞] and [β̞]. In addition, [ʝ] sounds like a version of [j] with slightly more constriction and [ʋ] sounds pretty similar to [v].

However, this does not seem to be the case for the coronal approximants like [ɹ], the alveolar or postalveolar approximant, and [ɻ], the retroflex approximant. To my ears, these phones sound nothing like the corresponding fricatives [z], [ʒ], and [ʐ].

Why is this? Is there just more acoustic variation of coronal phones, or is there something fundamentally different about these particular approximants?

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First, I doubt that you think that [l] and [ɬ] sound totally different, so the question is whether any such effect is about being coronal, or is it about being being rhotic. I would focus on the property of being rhotic. Second, I would check the source of your feeling of greater difference. The English rhotic "r" is conventionally transcribed as [ɹ], but its actual place of articulation is very different from [z]. Calling [ɹ] in English an "alveolar approximant" is, IMO, phonetically misleading especially when the main constriction back of the tongue, nowhere near the alveolar ridge. The comparison should be with a replicable truly-alveolar [ɹ] which is not the same as English [ɹ],

Third, the fricative / approximant distinction is les important, perceptually, than the strident / non-strident distinction. A more appropriate fricative to compare [ɹ] to is [ð], not [z]. The greater turbulence of a strident fricative erects a higher perceptual barrier to confusing [z] with any approximant.

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