With all the gear you've gone through I'm kinda surprised you still have a GT-10. Is it the effects?
Yep, and the performance options. I use it either in 4CM around a good amp or into a clean amp channel. Think about this signal chain:
NR1 > Volume > Wah > Comp > OD > FX1(phaser, etc) > (amp1, amp2) > FXLoop > NR2 > Para EQ > Chorus > FX2 > Delay > Reverb + (amp channel switching)
You can't do that in the HD500. There simply aren't enough effects blocks available. If I try this in the 500/Pro, I end up filling most of the blocks with "utility" effects like gates, EQ (don't get me started on EQ in the HD), volume pedal, all of which are needed, especially in 4CM, but which don't leave any room for real "effects" like chorus, tremolo, delay, reverb.
Gate > Volume > Wah > Comp > OD > (Amp1, Amp2...) > FXLoop > Gate > EQ
See? I ran out of blocks. Now, that isn't saying I don't love or use my HD500/Pro. I do, and I use them all the time. But I've had to supplement with some outboard gear to take care of the "utility" effects that I need. The mods and delays on the HD are simply stunning effects, and that's why I continue to use them. Oh, and for recording of course. The amp models are as good as anything out there, Axe-Fx included, provided you know how to tweak them out.
The GT-10 having two dedicated NR blocks, a dedicated (and awesome) parametric EQ block. and dedicated wah, volume, and fxloop just fits the bill for me as a compact floor-based setup. So for my classic rock band, it's usually the GT-10 into a clean Mesa amp. Plus, you have the performance options I mentioned like the assigns function which lets you control lots of things at once and even, my favorite thing, a wah you can activate just by rocking it forward.
Now, for the praise & worship band where I have a lot more stage space and setup/teardown time, I take my rack setup with the HD Pro and my MarkV. The rack is necessary because of my guitar wireless and wireless IEM setup, so I figured if I'm bringing a rack anyway, I might as well bring the HD Pro. In this case it's effects only, but could serve as an amp backup if the Mark V ever failed. As I mentioned, I had to supplement the HD Pro with some outboard gear to take care of the utility effects, notably gates, EQ, and amp channel switching, but the effects for worship stuff just can't be beat.
Sorry for the novel, but I guess there wasn't a simple answer to that question.