I've never visited a Scotch distillery, but I had the same experience at the KY Bourbon distilleries. I found that I liked it best in the middle: with a drop of water to smooth out the alcohol and open up the flavor profile.
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.
I've visited Scotch disilleries and they will all tell you to enjoy Scotch however you like, and that adding water can indeed open up the flavor and aroma. They encouraged you to try it! One person did caution about putting ice in your spirits since very cold liquids could numb or mute your tastebud sensitivity a bit.
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.