Has anyone made the jump to $uper High end and were disappointed?

@jl35 exactly, this is a game of pairing equipment and rooms. I could spend 10k on speakers and power them with the best possible amps, drop them in a 10x10 room, and be underwhelmed because the room is just too pressurized.

The key is to design a system that you ENJOY listening to, within the environment's constraints. We can treat rooms to help improve those constraints, but they are still there.

Some time ago I used to go to various shows, where I could listen to stuff I never will be able to afford. Some of sounded amazing and you wanted to sell your kidney, some not so much. But in general dcs, MBL, Lamm, Focal Utopia, etc sounded spectacular in their mega-buck setups, so if you have $$$ and proper room treatment, why not.. It is a hobby at the end... At the end it is not how it sounds, but how do you feel it sounds and how you enjoy the music.
PS there was only high-end brand which sounded for my ears offensively, Walmart stereo bad every time I heard it - 47 labs reference series. And yet many audiophiles love and swear by them... go figure.

TOO MANY variables influence sound production. However to me the most important involve the original source material (CD Vinyl DVD etc), understanding your room acoustics, the quality of your speakers (they are the main transducers after all, spend your money here). Good ones are easy to pick out. Also a good amp and preamp. I say good because
amps long ago reached the "start of the art". However it should match your speakers well and you should LIKE the sound.  Finally if you are into vinyl a decent turntable and especially a first rate cartridge are big factors in how well vinyl will sound.  
 You really need to play around with speaker placement to get the best sound in a given room. Acoustical engineers will always tell you that in setting up a theater sound analysis is paramount.

Personally I think that an excellent system can be had for far less than the super high end and that the law of diminishing returns
sets in fast after you spend $30,000 for speakers, amp/preamp and
input devices. 

One last thing, if you have poor cables or your power is of questionable quality you will never be happy in my opinion.

Finally, many of us are a bit obsessive and consequently are never
quite happy with our systems. That's OK but the industry counts
on that personalty trait to sell the next big thing. So most of all just ENJOY THE MUSIC.

It’s true that there are a lot of variables. But variables CAN be controlled. Time of day, day of week, the weather ⛈ sunspot activity 🌞 humidity, whatever. You change ONLY ONE VARIABLE AT A TIME. Then you will know what causes the change - the one variable you changed. Hel-loo! It ain’t necessarily easy. Nobody promised you a rose garden. People climb Everest all the time. 🏔 Even though it’s not easy. Audiophiles don't even know what ALL the variables even are, for crying out loud. 😫  In order to progress you kind of have to know WHERE you are and WHERE you want to go. AND how to get there. That really is the key. 🗝 Otherwise, you’re just shooting blanks in the dark. 🔫

People don’t really seem to know where they are on the overall curve of performance or what is really possible. I know what you’re thinking: "but what about live unamplified sound?" As far as knowing where to go next they’re apparently pretty much stuck between a rock and a hard place. As I posted earlier everyone is stove piping. 🏭 Everyone reaches different conclusions. Stove piping, stove piping, stove piping, stove! Yeah!

What @geoffkait  calls "stove piping" I, and others, call trusting our ears. It's worth a try.