For some it may be the deft and stylish combination of essential component parts, all bought for various justifiable reasons. Some were emotional decisions, some recommendations from others you trust, others essential items to gain entry into the audiophile's playpen, and perhaps other pieces simply bought on a whim. Some very rare purchases may even be based on actual measured technical performance.
Combine the endless variety of 'accessories' and one can create a completely unique and tailored experience that is mathematically unlikely to be used by anyone else. That combination is indeed 'special' to you but only because you believe you created it.
But realistically it's no different the girl who shops for a new dress for an event, buys shoes at another store, gets her hair and nails done at her favorite salon, picks a necklace, earrings and bracelet and has her makeup done to create something that makes her feel special and unique. She feels like a fashion goddess walking into that event in her bespoke combination. That is, until she sees the tablecloths on all the tables have the exactly same fabric as her dress.
System building is not a black 'art'. There are no 'gurus' in the field. There are no magical qualities to it. Components either work together or they don't and the reasons for that are easily quantified through measurements and technical parameters. Well designed, competently engineered high fidelity gear is not fussy- poorly designed gear is.