Obviously a scotch drinker is going to want to stick to scotch, but there are very fine examples of other distilled beverages (rum, cognac/armanac, bourbon, anejo tequila/mescal) that are going to be as complicated on the palate for fractions of the price. At some point people will switch. The reason I haven't, honestly, is that there are still "bargains" in middle market scotch... it's not clear that intrinsic quality is driving market, as opposed to scarcity or marketing.
EDIT: sorry, got back to this thread a bit late. I echo the other commenter on the Ron Zacapa 23 or Centennario. That was specifically what I had in mind, and is a great launching point for exploring them. https://www.masterofmalt.com/samples/ will let you get 30ml samples for a modest markup and is a great way to try a lot w/o ruining your finances or liver. Astonishingly high end single malts available that way, too (I have no incentive to promote them whatsoever)