"Dream/nightmare." I think that captures it. A large portion of audiophiles seem perfectionist by nature, often, to a fault. If not obsessing over 'perfecting' an audio system they would be obsessing over 'perfecting' something else. It's simply in their nature. Audio gives them a constructive, if expensive, outlet for their obsessive nature. There are others, however, who seem to experience an therapeutic benefit from tweaking/fiddling with their HiFi. Doing so seems to function as a healthy diversion from life stress. The act of fiddling about with their systems is fun for them.
I recall long ago reading an audio magazine interview with Fabio, remember him, he of the long blonde hair? It turns out that Fabio is an audiophile (who knew?!), and reported enjoying the activity of simply changing the expensive cables of his expensive system. I don't recall whether he claimed to hear any difference though. Apparently, he simply liked to toy around with the devices and equipment. I've no ridicule for him though, as I suppose that's no different from someone who enjoys the activity of working on automobiles, for example. In both cases, for them, the journey is at least as enjoyable as is the destination.