I hate when this happens ......

As others have alluded to above, you listened to the Martens on their home turf hooked up to a system designed specifically for them.  That said, it does seem that the system may have uncovered that you may desire a little more detail than you're currently getting from your system.  You have great speakers and you obviously chose them for a reason, and I agree with others that it's well worth experimenting with cables and upstream gear to see if you can coax some more detail out of your SFs.  Heightened detail can often sound attractive on first listen in a strange environment, but over the longer term it can often become fatiguing.  My guess is part of the reason you chose the SFs in the first place was that they avoided this, and it is quite possible that if you plugged the Martens into your system you may quickly tire of them.  Perhaps a good idea would be for you to share what electronics, cables, etc. you're currently using and that might elicit some good suggestions here for some things you could try.  My guess is you'll be able to capture most if not all you feel you might be missing now, so chin up and have fun experimenting.  The good news is you know what you're looking for and may be very close to achieving it, which is more than many audiophiles can say. 

I solved the problem; I don't go to audio stores anymore. I DO go to audio shows ... but most of the rooms affect the sound negatively to the point that my home system sounds better than 90% of what I hear at the shows. The other 10% is so far out of my league financially that it doesn't matter anyway. Case closed.

It’s just another evidence that good sound sometimes don’t require large investments or even home-equity loan.

When analysis and research done proper way, the system is built with satisfactory success. It took me several years to find BEST deal near decade ago when I purchased Aerial 10T speakers for $1100 used for CASH. Prior to that I hit late-running auction and won Sunfire 300 amp for $417 shipped. I doubt that ANYONE can match better deal EVER in matching or better PRICE/PER/PERFORMANCE ratio that I ALWAYS use when purchasing components. I betcha none of my components depreciated by a dime since then.

Except for the Oppo 105s and a pair of KEF LS50s (I now have 7 LS50s), all my components were purchased on the preowned market for well under MSRP.

...the grass is always greener effect...;)