I got my Genelec 8351b's without ever having heard them. Best speakers I've ever had, by a wide margin.
I think when it comes to actives with built-in DSP, it's not too difficult to buy based solely on properly done measurements. If the Klippel looks good and the directivity is good (i.e. no major errors and therefore easily EQ'd), then it's really just about low-frequency extension, SPL capability, distortion vs SPL, self-noise (less important for conventional mid/far-field hi-fi style listening), and of course price and looks.
With that said, I think where extensive listening could have helped me is that I might have felt that something like Neuman 310's with external DSP, or perhaps KEF LS60's, or maybe Sointuva AWG's with a Purifi amp and external DSP, could have given me more or less equally good performance for less money.
But I wouldn't trust my listening comparisons unless I could get all that stuff into my own listening space, all at the same time, and live with all four setups, properly calibrated, for at least a couple of weeks. Totally impractical, and probably impossible - and even then I would have confidence but not certainty in my listening impressions.
Time is money too, and if we're fortunate enough financially to be able to consider $6k-$8.5k setups like these, it's not always worth the time, physical hauling, hassle, and stress to go to extraordinary lengths to see if you can get closer to $6k than to $8.5k.
I got free overnight shipping on the 8351b's, they fit on stands I already had, GLM was dead easy to use, and they were dialed in after a single GLM measurement calibration, 1-2 slight tweaks of the target curve, and 20 minutes spent experimenting with slight differences in toe-in/toe-out angle. That time and aggravation saved/avoided is very valuable to me, and if these speakers last 10-15 years, the possibility that I paid $2k more than maybe I had to for the equivalent sound I'm getting, will work out to about 25-50 cents a day. I can live with that, to say the least.