A friend of mine used to work on a hi-fi magazine - as a photographer rather than a reviewer, but he recalls they did an article looking at the stereos owned by some actual musicians; one in rock band, a jazz musician and someone in a classical orchestra. All had fairly ropey hi-fis, so after some judicious listening and trying stuff out, they set each up with a reasonable mid-range system. All the musicians naturally had a good ear and all thought their new systems were indeed much better, but none had been particularly unhappy with their old ropey systems - it seems they were listening to the music "through" the systems, rather than listening to the systems themselves, and thus were less troubled by the sonic deficiencies but were more concerned with listening to the underlying music.
A also recall reading an article in Wireless World many years back, which was looking into the the claim of "valve sound" being a big thing compared to transistor amps. A debate that continues to this day. Wireless World was a professional electrical / electronic engineers' magazine with some academic rigour behind it (we'll forgive them the daft series of articles by an anti-relatively crank, but hey ho). Anyhow they took a valve and transistor amp from the well respected company Quad, and did proper blind listenings with very precisely matched levels and so on, then did a serious statistical analysis of the results. It turned out the listeners, all "experts", preferred A to B very slightly more than they preferred A over A, or B over B - and all within the bounds of chance. Thus, it wasn't even possible to reliably tell the difference between Quad's valve or transistor amps by listening. Of course Quad don't make crap kit, so that's not to say that a cheap and nasty amp would be the same, but it was interesting.