Sorry, it’s not me, it’s you?

I took a Naim Nait 5 back after 30 days because t was starting to annoy me and there was a full value trade in offer if upgrading within a month, I traded it for Rega pre/power and got the cables included in the trade. I hadn’t done a demo of the Nait before buying it.
With speakers I’ve been able to borrow speakers from the demo stock of two local dealers to try at home before placing an order. The first set I borrowed were picked after an in store comparison but interacted with my room to sound very harsh (Focal Profile 918). They went back and I think it was the 4th pair of speakers, the second from another dealer that stayed (Thiel CS1.6). This home demo culture saves a lot of mistakes but is less common outside the UK. I’m in France now and when I asked for a demo from a local dealer I got a very funny reaction but he had neither the turnover nor the factory support to carry demo stock.

Not claiming to be good, just lucky.
The biggest risk was building DynaKits and SWTP's. But they worked out.
At least most stuff now daze comes with trial and return priviledges, because it WON'T sound the same @ home as in the shop.
The closest I came to disappointment was a channel out for years on a PS Audio Elite. About the same time that my BQII Panasonic speed switch pukedOh well, no air flange for awhile.
When I finally pulled the Elite out from the bottom of the stack it was only a dirty fuse clip.
All good.

I'm guessing the speakers in question were not a good match for your system and/or your room. Your dealer should have done a better job of recommending a suitable speaker for your situation, otherwise you may as well buy on-line. But if you buy from a dealer, do not be afraid to ask for his opinion. That's what he there for.

Nope Never.

OH yes.  My favorite was getting speakers that in the store I LOVED.  Got them home, loved them on some stuff, hated on others.  Tried ...  Failed. ... Took them back.  Apologized.  Took my cash.  Spent days lamenting--I literally could not live without them (It was exactly like having a lover leave me).  Gathered up my courage and cash, ran back to the store, apologizing profusely, offering to pay extra for their trouble, whatever they wanted, weeping and wailing.  They laughed.  (It was a store that specialized in car audio).  "Two things" they said.  "(1) We want you to be happy.  We really do.   And (2), you know what? we just don't get people like you in here very often, and we find it very amusing."  (Still have those speakers.  A couple of years later, on a whim, I bought a cheap tube amp to replace what I thought was the entry-level hi-end amp/pre that I had bought shortly before those speakers.  The magic returned.   And I wouldn't replace those speakers for any amount of money.  It was actually quite alarming to find myself as involved in a piece of material as I was with those.