Classical music is a far more demanding genre
It isn't. It is just as demanding as any other genre though. One recording that can bring most systems to their knees is the Soria series RCA recording of Verdi's Requiem (2nd track first side). But another recording that can do that with ease is the Vertigo white label pressing of Black Sabbath's Paranoid (first cut side one). Taiko drumming on Sheffield is certainly not western classical music either, but you need everything right in the speaker to play it.
Again, what makes a speaker good for one genre makes it good for another. You can't point to anything about classical music that makes it particularly harder to reproduce.