Whether speaker makers scale their crossover components with the rest of the system varies a great deal.
Magico and B&W are two brands that do, using higher end Mundorf in the higher end speakers. Focal is a brand I've only seen use OEM versions of low-mid grade Solen caps at best.
Personally I don't like high end Mundorf caps as I think they are a bit oversaturated, too colorful and splashy. I do prefer Clarity caps overall though I've found that the high end Clarity caps still benefit from bypassing with copper foil caps at the larger (> 4uF) sizes.
I have heard really good things about upgrading Wharferdale Diamonds even with low end Mundorf MKPs (I like the MKP's the most in the Mundorf line).
I suggest anyone who really wants to get into this to build speaker kits instead of starting off with an expensive pair of speakers. It's also much more rewarding.