@aeroash One of the best ways to guage what benefit a buyer gets by investing in more expensive gear is to listen within the same brand.
For example KEF has speakers that cost from less than a lakh to nearly 50+ lakhs.
I have heard the following speaker brands that have a wide option including Xavian, Rosso Fiorentina, Chario which my friend deals in and the uber expensive Peak Loudspeakers.
I have heard them with different combination of DACs, SS and tube gears.
Scale and dynamics is where the play comes as you go higher up in the echelon.