Upgrade...Sounds great...Goes away

Isn't this much like the "dog with a bone" analogy.Quite happy until it sees its' reflection in the water,drops the bone to get the other.Now has neither.

Try this. Get an extra set of speakers, something with a different flavor, and switch them every month or so. It keeps things fresh in my room.
Granted this would not be so easy for people with mega speakers such as Jfrech's but not so difficult when you are using monitors.

I will set up my system the OLD way if this happens. Even more than once! Going back to the 'old' sound, then replacing the 'new' sound usually clears up what the real difference is.
For example: I just purchased a used Audio Research SP-10 tube preamp. I liked the sound. Then it seems I could not remember the 'old' sound. (Was it any different?) so I put it back to the old. Yeah, I am now less happy. Hmmm what is the difference. Clarity, immediacy, dynamics.
See?

I believe there are scientific as well as mental reasons for what you are describing. First, systems build up magnetic fields due to DC voltage being present. A new componet will take awhile, but will fall victum to this effect just like anything else in the system. Using a product like Denson's DeMagic or the Ayre's DeMag disc will do wonders to restore the magic. Also, all connections oxidize over time and need to be reterminated with a touch of silver and/or some type of Deox spray. Cleaning cable spades with a brass cleaner will make a surprising difference over time. In short, a super high end system requires commitment and maintenance just like a fine sports car. Making a big commitment to high end without a corresponding commitment to keep everything working at top performance is in many ways asking for an emotional let-down. Even the very best products need some TLC from time to time to keep providing the experience they were designed to provide.

the placebo affect is alive and well. if you expect to hear a difference, you are more likely to hear one , even if there is no difference in the components of a stereo system.

if you change a component and your expectations are that you will hear no difference, you may hear a small difference or none at all.

remember, a (small) difference that makes no difference is no difference.

it's mind over matter--if you don't mind it doesn't matter.