In reality, even in a small bedroom let alone a concert hall, you never hear dry signal at all
You're right: most of what we hear in 'real life' is indirect - reflected off room boundaries. But the problem starts when trying to reproduce music (or any other sound) on speakers. Here you need to 'help' the listener: there just isn't enough spatial information for them to be able to 'zoom in' to the source. That's where spot mics come in on conventional recordings, or at least mic positioning that gets a significant proportion of direct sound off the instruments. The equivalent to that in what we're doing with samples is the direct 'dry' component in the mix. So even a (from the user's point of view) '100% wet' solution could only be effective if it included a significant proportion of direct signal. 'dry' is not a bad word - the dry component simply represents the direct path from the source to the listener. We add the reflections to that, to complete the picture.
Does that make sense?
All the best,
Simon