For me, I have tried different interconnects, speaker cables, power cords, power conditioners. Each has sounded different, for better or worse. So anyone who doesn't hear any change either has a low fidelity system, or insensitive ears.
But late last year, I purchased a stand alone surge protector from Zero Surge, a company that makes OEM for other manufacturers. I discovered that running my integrated amp through it reduced the dynamics. I called ZS and spoke to a guy named Jim (if I got the name correctly). I told him what I heard, including that I had done an A/B/A listening test.
He told me he has a degree in physics and that what I heard was impossible. "It's just wire", he said. I told him that there was no mistake in the difference between plugging into the ZS and plugging into the wall. I responded that if what he knew didn't explain the sound difference, then there's something he is not aware of in the product's design.