It's all about "suggestion". If you pay enough for something that looks good enough, you'll "hear" the difference, even if there isn't any.
Stage magic requests the audience to suspend disbelief by presenting high quality illusions. If you manage to achieve that, then people can disappear, fly, change into animals, etc. In audio, there's no such request because there is usually no disbelief to suspend. If fact, there's a very strong desire to believe a great many things. They are firmly presented as fact, and are backed up with reams of pseudo-scientific data.
Your satisfaction depends not on if something is true, but rather if you believe it's true. We can argue all day about the difference in amps, or the lack thereof. But if you believe there's a difference, spend your money, take your choice, hear the difference, and be happy.