Are you saying that a live concert doesn't sound good? You must be listening to the wrong ones
The live experience: when I play the piano or the pipe organ, or listen to the orchestra, acoustical jazz music, or just someone's singing voice, I can tell you that coloration beyond the timbre of the instruments and vocal cords already present will only serve to obscure things, and is the last thing that should be added to adulterate the sound.
Regarding studio monitors, they have distortion issues like other speakers, among other things like phase alignment and dispersion. Response is just one thing to consider
An example of hifi speakers that minimize all of these problems and reach for transparency are the
Nautilus Prestige speakers, and they have fantastic reviews (without which I doubt BW could charge the insane prices they do).
Plus, any euphonic distortion can be added by DSP or analog filters. However, you can't in general do the reverse, if a system is already distorting, to give it any other distortion profile you choose.