Well, I am very curious to hear any system that was assembled through blind testing of its individual components....
You could do that. Or, if you are in our camp, use measurements to rule out audibility in many components (i.e. they are transparent). For others such as speakers, you can rely on companies that perform double blind tests, or use research that correlates what sounds good to us with respect to measurements. I have done this across some 200+ speakers now. The research works wonderfully. Same mostly works for headphones as well although measurements there are subject to more variations than speakers.
Remember, the job here is not to give you 100% answer. It is to get rid of 90% of the variability by weeding out clearly broken and non-performant gear. The rest you can choose from and take in factors beyond performance.
Compare that to the alternative the few of you follow. Completely unreliable listening tests. 1000 and one opinion about every gear, every cable, everything you can name. True wild west with zero regard for decades of research into what makes sense.