The utopian ideal of having access to musicians on tap who can perform for you in a perfect environment when beckoned is exactly that: utopian; ie not possible.
Speaking from a personal perspective, I have a lot of factors which impair my access to ideal listening. I have ME/CFS which seriously affects my ability to access live music. I used to help with a music promotion night linked to a band I played sax with, and I would scout around venues every week to look for interesting new live acts to put on. Now I can't even book tickets for a concert with any certainty that when the night comes around I will be able to go. I have lost hundreds of pounds in unused tickets over the last few years. When I am having a crash, like now, I am housebound.
Secondly, I live in a terraced house where space is fairly tight and sound travels very easily. Some of my neighbors are obnoxious morons who insist on sharing their musical tastes with me at various hours, but I don't think it's fair to share my admittedly eccentric, or at least expansive, tastes with those around me.
I also share my home with a wonderful wife who loves music, but not necessarily in the same way that I do.
Everything in life is a compromise, so making the best of these situations has led me to headphone listening as my primary avenue, and I find that I much prefer headphones for recorded media over any other option because I find that I can very easily become absorbed. I also find it can help relieve the symptoms of my ME by isolating me entirely from any other stimuli.
I can't speak for anyone else, and I have very limited experience with audiophile devices and a definite end point in how far I am willing to upgrade/spend (cost/improvement ratio, etc), but as in any hobby field different people will pursue different paths to what ever degree they may wish to.