Although you raise good questions, I'm afraid my answers to "lessons learned" are not much different from those any audiophile might give and would thus be mostly boring. I can say that with respect to the Wilson Alexandria's, the thing that precluded my ability to assess them in a meaningful way was the number of times I had to hear them before my impression was favorable. This is because they are absolutely critical in their set-up with regard to the ear height of the listener. Their D'Appolito design offers no margin of error for listening height variance of greater than about 1". You are either correctly locked-in, or you're not, in which case the sound can be just awful with imaging that might come from way over your head, or with a top end that sounds bright and edgy (regardless of electronics). As we all know, it's best to listen to something in person rather than reading about it. But the listening experience has to involve a good set-up to be most meaningful. Of interest, the demanding requirement for correct ear height for any of the big Wilson's with a D'Appolito configuration is far more rigorous than for Wilson's that use a more "classic" design such as the Alexia's, Watt/Puppies etc, which can sound good over a wider range of listeners with varying ear heights.
I agree with you on the set up point to the extreme degree. It does make me a little crazy that people just don't really understand that it takes a lot of effort to get a speaker/system really dialed in. I also believe that many either lack the expertise/experience and or the knowledge to the job correctly. I also have found that many are willing to buy every gadget possible to make their system "better" when in fact they never have it set up correctly and that is the real issue.
Before you buy all these expensive "things" you need to have the system dialed in so that you truly are not attempting to fix one issue by adding something else.
I seem to get in heated discussions all the time outside of this forum since I wont ever do it here LOL that show systems are there to give you a taste of a product. Period! Reviewing them or making intelligent final judgement that is just foolish IMO,
Although I don't own the speakers you purchased I have heard the brand sound from really awful to really good. So if you have the hots for something make sure you find a way to hear it properly set up or close to and are also willing to get the help you need to make yours work.
There are many pictures of high end systems posted every where and in most cases you can tell from the picture that there is almost no chance that it can sound good.
virtually no one will tune their own piano
do mechanical set up on their high performance car
are able to cook a 3 star Michelin dinner
but everyone can set up a state of the art audio system with little or no experience.......