Yeah in an ideal world. Not always possible though, especially if you buy used...
If you know clearly what you are looking for and gather enough information /reviews / opinions, you should be able to make an informed purchase.
I bought my Rega Elex-R second hand without demo and over the moon with it.
I think most people base their purchasing decisions on the opinion of others, reviews from publications like WHF and of course, the nemesis of many dealerships, YouTube.
There are so many variables you need to filter out such as product bias, lazy reviews and sponsorships, this is why going to a Hifi dealer is the most reliable option, then again it isn't perfect.
A good experienced dealership will pick up from your interchange your vibe, the kind of sound you're leaning towards and will cater towards your needs. The kind of experience unmatched, something you cannot replicate on the internet.
However, not all high streets in sparsely populated areas have HiFi dealerships and for most people, myself included, are not prepared to make 50-60 miles journey to the nearest dealer. It just isn't practical.
Growing up in London, dealerships were plentiful. My favourite was the HiFi shop at Gants Hill, ilford. Today, even with London's excellent transport network, there are not many left, which is a great shame. Tottenham Court Road was a rip off.
The crux of it, make a trip to your dealer if it's near you, if not, trust your own judgement. I have made a few bad purchases and sold on eBay at a lost, but most of my purchases has been sound, excuse the pun!