My unprovable theory is that if you find a house sound that is perfect for you. All the same components should outperform mix and match. I cannot prove it. But to me, each component must be subtractive in some way. Say your first component is lean, and the second really warm, and third lean, and amp is warm... aren't you loosing nuance at each component when they are of different character. I will not defend this. It is just a thought experiment.
I have heard lots of systems that have, say two analytical components and a very warm natural one and the balance sounds great. You would have to compare those with all one... and probably different brands of all one to get the same sound... so it would really be difficult to prove.
I just remember dropping in the last piece of Audio Research equipment into my system and being absolutely stunned at the improvement... way beyond my expectation.

