I have! The one that stands out to me is Tom Ford’s Boys & Girls lip color sets; I know I purchased one of the sets that included a black lacquered box with 50 shades in it. With Tom Ford, you actually paid more because of the box, but it was the only way to get the Boys & Girls shades at the time so paying $50 or whatever extra was worth buying more time to review (they used to drop around Thanksgiving, which is… stressful to process).
If I expected to review a full range of shades, I’d definitely buy a vault/mega set, though, but I have found that they’re often released much later than the individual shades. I stay away from mega palettes; anything with more than 30 shades gets harder and harder for me to review in a timely manner. Nobody cares that it’s 30 shades – it’s still only counts as one review – but it takes 2 to 3x longer to review than a typical palette!