Same with coffee, actually: a little milk to bring out the flavor, in all but the most dry and winey specialty light roasts. From what I remember, the milk actually binds with certain chemicals in the coffee, allowing other flavors to come through. I believe this is also why even a small amount of milk makes coffee significantly easier on my stomach than completely black.
With Scotch prices what they are I switched to Bourbon and actually a really cheap brand (Benchmark) and when I don't drink it on the rocks I mix it with diet ginger ale: that really "opens up" something but I don't know what it is.
I love my specialty filter coffee but I often get gifted pretty dark and rather cheap blends, which work just fine for a milk coffee drink or other combinations
On the rocks is somewhat different, as it will dilute the whisky progressively as it melts, until it's lost most of its flavor. Chilling the whisky also reduces our ability to taste it, as our tongue is less sensitive when cold.
(If you're interested in the science of how water and temperature affect our experience of drinks, I highly recommend Dave Arnold's book Liquid Intelligence).
I find the “whiskey should only be consumed neat” crowd to have the same gatekeeping mindset as the “coffee should only be drunk black” crowd. If that’s how you like it, great, but it’s not a general rule for how these libations ought to be consumed, much less a marker of how “hardcore” you are as a drinker of them.