Not surprised. If you found even one review where they compared an integrated to the same amount of money in separates (with interconnect and power cord included as they should be) I would be even more shocked. They don't do this because all the money is in selling people more stuff.
When I first tried this I had a McCormack DNA-1 that I loved and had zero interest in replacing, just wanted a better preamp. So a dealer said here try this preamp but why not try this integrated? And the integrated, well honestly it was only a little bit better but it was a whole lot cheaper! Less than a preamp, way less than a preamp plus power cord, plus interconnect, plus Cones. So really not even close. Been like that every case I have seen since.
So you can't go by what you "have heard of" but instead need to go with what you have actually heard for yourself. Which sounds not too easy in your situation. But oh well. Keep in mind. Never know when it might come in handy.