That's actually a pretty interesting point.
Fair enough..obviously sax/violin players can't play chords the same way you can on a guitar...but they do manage to approximate lots of rock music very easily (the umpteen shastly sounding 'Symphonic Led Zeppelin, Pink FLoyd' etc. as well as Apocalyptica...the Finnish cello quartet that plays note-for-note Metallica, Pantera etc.
I am not a huge Western classical fan personallyand am not saying that that is the only valid technical goal. However, most instrument players there learn pieces written for everything from organ to piano to violin to flugelhorn on their respective instruments rearranged to suit their forte (the same way even the neo-classical guys refinger some parts or change the key to make it easier). That is the kind of technical expertise that is truely breathtaking imho.