I think there is a reason nobody has ever posted a lap time comparison between good track-oriented coilovers and their more expensive competitors.
The buyers remorse argument is a little silly. You have to draw the line somewhere right? Or else we'd all have Ohlins TTX or similar $15k setup?
I'm very pleased with my KW CS, and would be shocked if JRZ's are more than a couple of tenths faster if at all. From what I understand, the biggest actual difference between the really high end stuff and the assembly line stuff is the difference adjustments make. I do think that JRZ or whatever would respond more to rebound/comp adjustments, which is worth something. Whether that's worth the price increase is a personal choice; it isn't worth it for me.