Are my ears just fooling me?

Never pretended to be worldly with my limited brand experience but I've only known a few speakers that have been satisfying with sax, none of which would I recommend to a student. Too big, too demanding. However, I did notice a pair of Kappa8's for auction (Boston area) if you have the room and amp for them. Always been particularly critical since I used to play sax, badly. Sometimes, to be polite, I would audition speakers for several minutes when I wanted to walk way after the first few seconds.

Have you heard Shindo electronics with DeVore speakers (with a good source)?

I have used vintage Klipsch speakers when they were the only speakers they made. I agree completely that you will get a very good approximation of a Sax or just about any other horn with them. The problem is that for music that does not feature horns they can be shouty are very position dependent and with the wrong electronics can be bass shy and shrill. In spite of that if you pair them up with good tube preferably vintage type tube amps or Macs either SS or tube they can be excellent. The biggest issue as far as I am concerned is achieving tonal balance by priving the stiffly suspended large woofers with enough power to match the highly sensitive monster Alnico motored Squwakers, Some of the crossover mods you can buy apparently address this issue. That said put on some Grover Washington and you will hear the Magic.
I own my original 1976 Heresys and later bought 1978 LaScalas in 2004. I use a small SS Mc the MC2505 and the synergy is great.