What am I ever going to do without one? How will I ever get the call to play that once-in-a-lifetime, F-pitched saxophone part? How will I survive? Oh no...
If only I didn't have to buy food... If only I didn't have to pay electricity... If only I didn't have to pay property taxes...
Seriously though, no one really needs one of these. As much fun as they might be to own and play on occasion, even as an investment ATM, IMO they aren't the wisest way to tie up one's cash. The prices of these exotic horns hasn't gone up much over the last few years.
For example--although not nearly in the same league as a Conn-O-Sax--when I bought my vintage bass in 1999, I paid around $5,000 US. The prices today aren't much different than they were then. Although they haven't decreased, they haven't increased by a whole lot either--they certainly haven't kept up with inflation. From a pure financial perspective, if I had taken that money and invested it in something, I'd be further ahead today.
Furthermore, having large chunks of money tied up in horns is always bad in the event you have a sudden need for a large amount of cash. We see it play itself on SOTW all the time. Guys drop their prices like crazy because they absolutely, positively, have to sell their horns for whatever reason.
Sure, there are always going to be those who have lots of money, and don't need to concern themselves with how they spend it. Whether or not those people play saxophone, that's the $42,000--or $100,000
That said, I've always said we as saxophone players are spoiled. Take a look at the prices of new bass clarinets... or bassoons... or English horns... Or stringed instruments that use bows. If you're a musician and need one of those to make your living, and you still have a student loan to pay for for, your kids will be lucky if they don't inherit your debt in your will.