Glory, my experience has been that systems become more and more revealing as components are selected consistently over time for neutrality and not complimentary colorations in an ongoing effort to compensate for existing colorations of other items already in the system. After this, systems that strive for simplicity of circuits and connections tend to be more revealing than complex systems, or at least it's easier to achieve in simple systems. By simple, I mean fewer switches, fewer connections, more direct circuit designs.
And, systems whose components use higher quality parts (often leading directly to higher cost, unfortunately) tend to be more revealing. These components are adding LESS extraneous noise and distortion to the signal path.
As a system becomes more resolving of lower level detail, better able to pass the nuances of micro-dynamics and shadings of timbre, it becomes much easier to hear other changes in the system and to appreciate the benefits of changes in other components in the system.
As an example, a friend has recently been on an upgrade journey. He replaced a basically "okay" solid state preamp with an Atma-Sphere MP-1 preamp. Suddenly, he was hearing much more of the information on his LPs than he'd heard before. Then he replaced his basically "okay" cartridge with a Lyra Titan. Now he had a leap in additional information coming from his LPs. At this point, he is now able to hear that his current turntable and tonearm *may* be limiting the resolution the Titan and the MP-1 are probably capable of delivering. (My experience says, "Yes." He won't know until he makes the change.)
If my friend had added the Lyra Titan cartridge before upgrading to the MP-1, I doubt that he would have been able to hear how much of an improvement the Titan was capable of giving him. I've heard the Titan mounted on a better arm and turntable, so I can suggest to him that he has more enjoyment in store as he makes the move to a better arm.
At each step, the new component was able to pass more information with higher resolution of lower level detail and limitations elsewhere in his system became more apparent. It is the classic never ending stair-stepping of our audio hobby. To some extent, we don't realize how much we may be missing until we hear it or until our systems make that next step in transparency and resolution that allows us to hear it.
I very much agree with Dan_ed that resonance control is another significant contributing factor. Most of us do not get the resolution of which our CURRENT systems are capable until we invest the time and effort in optimizing resonance control. The magic is in the details.
Hope this helps a bit.