Our ears don't really 'hear' loud volumes. We hear low volume differently due to varying sensitivities at low levels. At high levels we're actually mapping distortion to our sense of 'loud'. Often car stereos blasting will be distorted on purpose for the sake of seeming louder. Some popular music even includes lots of intentional distortion to make it seem like you're in a club with a loud system.
I've always preferred low distortion and coloration. My litmus test, much like unconscious foot-tapping, is how long I will listen to music as foreground entertainment without doing anything else, not feel tired, and keep wanting to listen to more.
I grew up in a household of hifi heads to the point we didn't buy a house for a very long time because of an expensive stereo hobby. Eventually both my father and sister each started their own (somewhat competing) hifi brands. I never got quite as caught up in it, though I always appreciated it and never liked listening to bad systems elsewhere. These days it's fairly easy to get very good in-ear monitors and a good DAC/headphone amp that will get you there for not too much money. I even enjoy the Foxtex RP-series planar-magnetic headphones which are only ~200 on my LG G8 phone with low noise quad-DAC.
Describing it as surrounded by music and like the best seat at a live concert is very accurate. It's really quite something.
To note, high end equipment holds its value or appreciates. So in the end, it really doesn't cost much to own as long as you can afford the entry price. It's an interesting hobby.
