What improvements did you hear in going from entry level to high end Audio?

Teo_audio nailed it.

That's exactly what cheap electronic components are and what they sound like. My only quibble is this: the price spread in resistors is not 35:1, it's more than 1000:1 (nude Vishays retail at $16 each).

In my preamp, volume is controlled by a gain circuit, implemented as a rotary switch with discrete resistors. As an experiment, I put different types of resistor in each place, and heard huge differences, Vishay being clearly the best. Oddly enough, the most expensive resistor (yes, more expensive than Vishay) sounded the worst, and was unlistenable.

Same is true of capacitors. Only a few designers can make electrolytic caps sound like anything but nails on a chalkboard; but they are small, and cheap, and therefore popular with some manufacturers.

Ditto for mechanical noise. A cheap turntable introduces all sorts of noise which manifests as high frequency tizz. Why did that rube spend $10,000 on a turntable which sounds so dark? Because, on careful listening, it produces sounds similar to live music. Because you can listen for 4 hours at a stretch, and be sorry it can't be for 5.

Once you have heard these things, it can become an obsession, as it obviously did with me.

Sorry if I offended you, N. But that’s the physics.

There is no component which is pure resistance, pure capacitance, pure inductance, pure gain. And there are other effects, such as dielectric absorption, phase shift, temperature stability, etc. Each component and each combination of components has its own mixture of these, and its own sonic signature. And may be priced accordingly.

To quote Horowitz and Hill, in their famous electronics tome, from the table on characteristics of capacitors,
"Electrolytic: Accuracy - Terrible; Temp Stability - Ghastly; Leakage - Awful".

Again, sorry to offend you, N. But that’s the physics.