Pride in one’s audio system is what Nietzsche is criticizing here; development of one’s taste by means of one’s audio system is what he is trying to praise.
I dunno if he was criticizing having affection for one’s audio system. Who here doesn’t?
Rather, he said "..will always continue to strive after possessions: this striving will constitute his entertainment, his strategy in his war against boredom."
Just accumulating stuff. People do that for a variety of reasons not confined to those the Nitty man includes, and that is the exercising of their right of freedom to choose. Should a moral philosopher wish to make this circular and convoluted and place constraints on what they consider freedom to be, then we have this discussion.
Perhaps another thought - audiophiles actually serve a public good in that the constant desire for better and superior technology spills over into the general market place so that non-audiophiles can reap what others have created - to borrow a word from something hilde45 said.