Yea, I have heard good vinyl setups and was never impressed. If it sounded "warm and natural" it also sounded muddy, distorted, quiet, distant, too colored, inaccurate, etc. The albums that weren't meant to sound "warm and natural" did as well too. That's not good, that's inaccurate. My set up is more neutral (not that any are totally). "Warm" albums sound that way, "cold" albums sound that way. That's what I want: no coloration. Just gear that gets out of the way of the music. I don't want to try to change the tone of material to fit how I think it should sound or to color it to cover up the "defects" in the sound. That's killing the patient in order to cure him imo. Revealing set ups will, of course, reveal the bad recordings in your collection, but then they will also let the good ones shine, free from veils/coloration (like with vinyl).
I have also experimented with some lossless ripped from vinyl (from one of my vinyl friends who keeps trying to push it on me, despite him saying that my set sounds great...?). So I've heard vinyl and cd rips to lossless of the same albums on my same set ups (cans and speakers). Every time I preferred the cd rips. Dramatic difference between the two, with the cd always sounding best in any SQ criteria I can name. And yea, also no pops, crackling, and incessant hissing that would ruin the sound for me even if I did actually prefer the vinyl sound overall!
I don't get it either, but I never try to "correct" them unless they try to "correct" me or insult my set up or something. I grew up during the cd age and have had no reason to get a vinyl set up, even for a third system or something. No thanks.
I do think that older audiophiles like or stick to vinyl more for the nostalgia effect and that they tire more quickly of "bright" sound (read: accurate/revealing sound). They get listener fatigue with more transparent set ups and prefer a "softer more mellow warm" sound.
Anyway, however you enjoy your music is up to you and there is no real right or wrong. I was just mentioning vinyl above as an instance of how what really matters is not so much the price of the gear you choose as how closely it conforms to the SS you want.