I would like to know that my gear actually serves a purpose when hill walking
Indeed, the stupid thing about buying walking gear in Covent Garden is that you can't go hill walking to see whether it's any good/right for you/waterproof etc.
When you buy hifi and judge it by subjective listening, you're doing exactly what it's intended and what you buy it for (subjective listening); your analogy is therefore useless.
I do agree, though, that high (or other kinds of) expectations can lead you evaluate hifi gear "incorrectly". This is particularly true of A/B dems -- imagine having heard or read that amp B does "way more bass" than amp A. If you concentrate on this aspect and do not hear "way more bass" in the A/B dem, it may well elude you that amp B is much better (or worse) in other respects, say timing, imaging, or whatever. I've fallen prey to this kind of thing many times.