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This is true. So many good box sets in free/improv sector that I'm not even qualified to rank them.
This is older material but I like it a lot:
There's a boatload of Barry Guy box sets, many of which could qualify. I've only scratched the surface of these.
No Business has released many good box sets. Won't claim any of these are "best", but I enjoy Jemeel Moondoc Muntu Recordings (although it's a 2009 release and 1 year too old), William Parker Centering, Howard Riley Complete Short Stories and Constant Change, ...