You need to get to know reviewers and their likes and dislikes, and judge the reviews you read based on that. A review from a stranger is interesting, but no more.
It all comes down to listening to gear. If you can hear something a reviewer has reviewed, and compare your assessment to his, you will learn something about whether his opinions are likely to jive with your own. It is just as useful to know his opinions won't jive with your own; the two work in tandem to steer you to gear you are likely to enjoy.
The system the reviewer uses is irrelevant; for one they are rarely static, and for another, you won't be owning a duplicate in any case. A proper review will involve changing just one component, with maybe some judicious tweaking to show the Device Under Test (DUT) in it's best light. It's unrealistic to expect you will learn everything from a review regardless of how well you know the reviewer; you still need to do your own due diligence.
It is absolutely true that a system is just that ... no one component stands alone, and the way two interact is critical to system building.
This is the most difficult part of creating a home HiFi, which is why a good Bricks-And-Mortar Dealer is a valuable asset and why they will loan gear to people to try in their own systems. You can save money if you know as much as your dealer does and are as familiar with a similar range of products and their idiosyncrasies, but few do.
Mistakes cost much more than any premium a dealer may earn over someone seeking out bargains and ending up with a rack of nice gear that hates each other.