I think chills come about by an engagement on a emotional level.
If the piece of music affects you in some way, for whatever reason that may be, it may have the ability to raise an emotion in you that is responded by the body by chills. These goosebumps could be raised by other means than just music, a thought, a memory, a vision of something, or something that someone has said to you. It is the emotional connection that causes it and has nothing to do with the gear you use.
Let's be honest with ourselves, our gear is an extension of our phallis, or insecurities. That we get the chills is a reminder that we are human, that we get the chills outside of the realm of gear that was supposed to be designed to arouse chills is a clear indication of this truth. Our gear is an extension of our intellect as well, we buy this fancy gear because it satisfies some intellectual need in us to believe we have what it takes to derive satisfaction. But in truth, the fact that chills can be derived outside that medium proves that to be false.
In the end we like owning gear that pleases us, be it audio gear, cameras, cars, boats, houses, or women(or men).etc
Sorry to drag this topic into philosophical or psychological thoughts, but that is where the topic is best defined and analyzed, and understood. It really has nothing to do with speakers or cables or tubes or capacitors, chills are far beyond those trivial items.
BTW great topic Rich........