$40,000: What 2-channel system would you build?

@erik_squires ,
+1
Though I have listened to only the Sabrina's-and found them to be quite good, Vandersteen easily beats Wilson not only in performance, but in price.
@OP, 
Likewise with Transparent cables. 
Though there is a case for 'synergy', I have to say that Transparent is way overpriced for what they offer.
Just my 2 cents...
BTW, is the $40K for new equipment, or used?
Bob

@OP,
What you enjoy about a speaker is yours to enjoy.
Don't let me or anyone try to convince you otherwise.
What I will say is that dollar for dollar, in my estimation, Vandersteen exceeds whatever most manufacturers offer. And, though the external crossovers may not be the most elegant visually, they perform their functions in a most elegant way technically.

What do you both like about the Vanersteens?

I think your post answered your question...

 I would say it was a nice sound one could listen to all day.

I think that summarizes what I like about the Vandy's.
I tried a few set of Zu speakers, too. Thinking that a speaker without a crossover might offer a less compromised (electronically) sound (like you referred to 'McGuyver-ish'). They were very good, but lacking in a subtlety that is hard to put into words (think of Dr. Evil 😉).
When you pair Vandy's with either their amp, or Ayre or Atma Sphere, and use Audioquest cables, they really come into their own. (Zero feedback amps really seem to make them sing).
Bob

@OP,
I don't think you listed your current speakers. At least, I haven't seen them on a quick read.
Bob