There are people that do upgrade their internal components, but not every piece of gear has point to point wiring that could be upgraded. It's a lot easier to play with interconnects, power cords, and speakers cables than it is to get into the internals of a component.
Black Ice has options for upgrading the internal wiring in some of their products.
I was able to upgrade the op amps in my DAC because they were plug-and-play.