Everyone has different wallets and use case scenarios. In general, if I’m buying bookshelf speakers for use in my den in the $1000 to $1500 range, I bought them without hearing, based on reviewers I’ve watched enough of to know what they like, i.e. Steve Gutenberg likes "lively in your face" speakers, but when he reviews he’ll tell you if he hears that or not. So, I bought some Wharfedale Diamond 12.2 and am very happy with them.
However, I’m getting ready to buy my "real" speakers around $5K for my living room. I’m 65 and want these to be my "last" speakers, so yeah, I want to hear them.
Fortunately, I live within about an hour from an Audio Advice who carry the speakers I’m considering, so I’ll go hear them first.
It is a pity because even those speaker companies that offer generous return privileges are up against people who just don’t want all the reboxing, and shipping hassles. For that reason, I’ll likely never consider Zu or Tekton, or even though they have some interesting models I’d sure love to hear.
I know the chance to buy direct saves money (quite a bit), but I still wish there were a business model around where in a few cities these brands could set up a system and you could go hear them, maybe offer the speakers and a system to a record store, an art gallery, or even a restaurant or a car dealership to set up in a corner. It would be a "win-win" for both parties, without messing up the dealer direct model.