If you only listen to your own system, and your system only, you will never know if your system is the best (I am using “you” as in plural, not addressing any particular person), and whether it can be improved. If there is no reference point, there is nothing to improve. And unless you are a billionaire, you cannot possibly buy all what’s out there to try in your home.
You will need exposure. Things like visiting your friendly local dealer(s), going to audio shows, and most importantly having a network of local like-minded people to exchange visits. Bonus points if those audiophile friends are very experienced and passionate, and well heeled. And it’s also a lot of fun. Talking, listening, drinking. Socializing stuff humans do.
The more exposure the better. That’s the only way to create a good idea of what’s out there, that you can use to improve your own system. Of course, to your liking and preferences. That’s what I do. Consistently over the past 15+ years.
I go to live concerts too. A lot, but honestly though that’s no help in this regard, as the music I like is always amplified. But I have a great time nonetheless