I think that one of the most disappointing things about D4 is that it actively punishes you for wanting to try new things via high respec costs and gearing/aspect requirements. This is especially true at end game because there is no "Refund All" for paragon boards. Hence why (accurate) build guides are so important.
Another thing that makes theorycrafting difficult yourself is that due to all skills being %age based, it's much harder to plan out the math behind a build.
Finally, while it's relatively easy to try out different builds while you're leveling, the landscape of what is viable when you hit WT3/WT4 completely changes as Glyphs start generating more of your DPS/survivability than the skills in your previous build, which dramatically changes what your build may look like. This change at end-game is great for variety (leveling builds are different to end-game builds), but due to the aforementioned way that D4 punishes you for wanting to try new things, it makes it pretty difficult in WT4+ to play anything but the "meta" builds.
All that being said, the Dev update tomorrow mentioned that they'll be going over Season 1 details as well as a bunch of QoL changes that are upcoming. So my fingers are crossed for at least a "Refund all" for paragon boards, if not multiple "Spec"/Armory slots.