I have worked in the professional audio industry for many years. I have designed and tuned many systems for 60,000-70,000 people as well as many smaller ones. While horns were once much more popular than they are today, even many of the line arrays that are almost always used now, have small horns in them. You don't really see the large horns that were once so popular any more. The reason we use horns is not because they improve the sound, it is for increased volume per watt and most importantly for pattern control. A horn allows you to define (more or less) the coverage pattern of where the sound is best heard. We used different horns for different reasons, primarily where we each speaker is covering. We like constant directivity as that means that you are getting the same coverage pattern across a broad frequency range. The real trick is at the crossover point where you are crossing between two different drivers.
I also have designed a lot of recording studios. There, you will rarely see horns being used. Honestly they don't generally sound as good as direct radiators.
In the studio, we are concerned with accuracy of what we are hearing. We want to hear exactly what is being recorded. For live sound, we want good, consistent coverage, and may use the system to enhance things, such as when we use massive subwoofers. At home, you really have the most freedom. You want it to sound pleasant to YOUR ears. If you like a certain characteristic, then go ahead and use equipment that emphasizes that. It is just for enjoyment. How lucky is that?
So really, you are best off sticking with well designed speakers that were developed for home listening.
As far as why people go to concerts today, it is for the same reasons people have always done so. I currently find myself at FOH at large concerts for many of the most popular acts in all genres including EDM, Hip Hop, Reggae, Jazz, Country, Rock, Metal, etc. And while it is always partly about the scene, the party, the effects, getting high, etc. it is still mostly about enjoying music. A lot of the shows I am at have very young audiences. And they are having the same good time my generation had back when. And they are very much there for the music. While I personally enjoy a small venue with live acoustic music, there is something to be said for the MUSICAL experience that can only be achieved with a very large sound system in a great venue.