Just illustrates different personality types. Some folks want to hone one system to its max -- perfectionists -- while others want to see what different combinations create -- explorers. Neither is "right."
My system is set up with swap bays so that I can use a bunch of different sources with 3 different preamps, 5 different amps, and 3 different sets of speakers (plus other speakers I can pull out). Of course there's some calibration required depending on what I've just swapped in.
It's all good fun. It may also match a certain mood or genre of music. Some combos better with electronica, others with classic rock. And some also better with some sources than others. Phono preamp isn't a good mix with my Levinson pre but works well with my BAT pre.
To each his own on this front. Don't forget about the music!