I listen to a wide variety of music and in different media (streaming, CD, vinyl) all the time. I happen to own Calexico's latest release on vinyl and high-quality digital format. The two iterations sound vastly different on my system. The streaming version via Spotify sounds better than the vinyl! Yet the high-quality digital copy on my HD sounds the best whether listening via speakers or my headphones. I'm a music-first audiophile so for me it's really about having a great-sounding copy but also not fretting about having multiple copies in the search for the best. My wife wouldn't understand why I would need 4 copies of DSOTM or Astral Weeks. I find my vinyl copies of certain recordings sound better than the streaming/digital versions and vice versa for other recordings. At the end of the day, I want to enjoy my music and not stress myself out about it.
I plan to upgrade my speakers later this fall and will try and not let myself fall into the trap of searching for newer/"better" copies of my favorite albums. The step up in my speakers will be such that my entire collection should sound much better but won't change at all during headphone listening sessions.
I'd say find a handful of your favorite recordings and do some listening tests with headphones and the speakers you want to evaluate vs the speakers you have. The headphones can act as a neutral control session and give you a listening base to reference when evaluating the new speaker choice.