Preference for speakers that are half the price. Has this ever happened to you?

Welcome to your audio enlightenment!  And yes, this has often happened to me.  The idea that price = desirability for you personally is hogwash.  It's your ears that you are pleasing, and your wallet that has to pay for it.  Make the decisions best for you. 

If you can't hear a benefit between say a $5,000 speaker and $30,000 then the expensive speaker has exactly $0 incremental value for you. It doesn't mean your ears are bad, or your feelings about the speakers is not good.  Audio equipment is a ridiculously bad investment no matter what you do.  Depreciation is sky high.  

Get what you like to listen to, enjoy them for 5-10 years and then see if your tastes have changed. 

i've often found a manufacturer's lower-end speaker which outperforms its exponentially pricier ones--focal and b&w being prominent examples. obviously, in many cases this may be attributable to room, equipment synergy, etc., but sometimes i do think we're being asked to pay alot more just for fancier cabinets or designs.

@erik_squires nailed it with his post, I truly enjoy reading your posts Erik. I had a similar experience as the OP, several years ago I had auditioned and purchased a pair of QLN Prestige 3 floor-standers, and was quite content they were being driven by a Simaudio 390 and a pair of Simaudio 330A amplifiers.  A year later I went to the Southwest Audio Fest in Dallas and had the opportunity to listen to the Raven Audio Celest Towers, bought a pair, low and behold I preferred the Ravens to the QLN, and my Son In Law bought the QLN's for his town house in Houston. 

To this day I still have the Ravens and love them though I do swapp them out for a pair of Sonner Legato Unum stand-mounts.  

What we like is all so subjective.....it's not so different than preferring a less expensive beer.  We like what we like.  

All of this stuff sounds different, and the sonic characters of competing models don’t necessarily "converge" towards similarity as you move price up. In fact, sometimes it seems like the opposite effect - higher end models can display more "personality" of whatever the designer / brand intended. 

We also have difference preferences, and speakers effect different room interactions. 

Higher prices implies higher budget, which allows more material, more sophisticated materials, and more complex designs. Sometimes those things lead to better sound, and sometimes they don’t.

If you liked the smaller speaker in this case, then maybe it’s part of a pattern where you prefer a more "coherent" sound (point source, panel, or line array). In that case, increasingly large boxes with multiple drivers are probably not the right pursuit vector. Or maybe it was something else entirely :) Sometimes the wiring in a system or crossover is even wrong!

On the other side you’ll have the ASR / flat-measurements folks say this happens (different sound) because it’s all produced distortion in varying types and amounts. And there’s truth to that. But the problem is that most of the "measures flat" gear they love sounds awful to me. 

And to answer the question directly - yes I have sometimes preferred the lower model in a speaker line to a higher model. Pretty much any modern 12" Tannoy, I’ve preferred the lower 10" model to it. But then I like some of the 15" models above that. Don’t know why! Also, I have yet to have a really great listening experience with one of those monstrous huge box, multi-driver, > $100K super speakers from the likes of Focal / Von Schweikert / Wilson / Acora etc. I've had better experiences with the smaller models in each of those brands.