That's because source material is recorded and mastered using all kinds of different-sounding equipment, such that there are all kinds of variabilities in the sound of source material--with an end result being that some source material is going to sound better with speakers of a certain "voice" and other source material will sound better with other types of "voicings"
This gets my vote for one of the wisest statements I have seen on Audiogon for months, may be years...
If more people understood this then there would be much less equipment frustration and flipping. With the best all round speakers you are likely to find that most music sounds good. A distorted/colored system may improve some tracks and even shine in a particular genre. One can think of it like good polaroid sunglasses...during the sunniest parts of the day or in a bright environment they actually improve your vision and work great, however, wearing them 24 by 7 and all year would NOT result in an overall improvement in vision.
When one goes to a dealer - chances are he/she has chosen a demo disc with tracks that work well through the system lens that he/she is selling. This is why it is a sensible idea to bring one's own discs and to bring a wide variety of music (not just audiophile selections). It is also why one must be prepared to accept that some particular tracks may sound better on one speaker/room setup compared to another but that does not necessarily guarentee the better sounding speaker is the best - the track may have been mixed in a way that it just works best on a particular setup with a slanted response...so the converse could be true when auditioning a wide variety of music.
This is one excellent reason to trust professionals and their equipment choices...after all, who else listens to all kinds of music, live and recorded, day in and day out! If many pros, each with a wide background and working with different genres, generally agree on certain gear as being "excellent" then you are pretty safe following their lead....the nice thing is that this still leaves you with plenty of choices...but it certainly narrows the selection down enormously to a few brands and often just a few models (particularly if you focus on mains monitoring and mastering)...anyway it takes some of the guess work out of the equation/merry-go-round. Sit back, relax, enjoy the music and if a particular track ain't quite as perfect sounding as you would like then you can always remind yourself, "If it is good enough for _______, then it is good enough for me!