I used to feel similar - that it was necessary to have two systems: one warm system for rock and electric blues; and one revealing system for jazz, acoustic, vocals, etc. I was fortunate enough to find a gear combination which is both revealing (not THE most bloody revealing, but still very satisfying), yet retains the fullness necessary for less than stellar recorded rock (not THE best sound for rock, but satisfying enough to allow me to play nearly all of my rock collection). So it IS possible to cobble a very good system for all genre, but playback gear are always a compromise anyway. You just have to choose which attribute of sound to compromise more than the others.
Is upgrading worth it?
I know I'm probably asking the wrong folks. I'm sure most people would upgrade their system any chance they got but at what price? I noticed the more I try to improve my system the less my music collection become listenable. Higher resolution? So much of the music I enjoyed growing up sounds more listenable on my 1970's Marantz receiver and Advent speakers so anything I do now seems like a step backwards. I need to have two systems, one for high quality audiophile approved music and a system for all the rest. Does anyone else feel this way?