The proof is in the listening and this is one of the most subjective topics in the Audio world. Because the 'Shade of Grey' (Not the book lol!) it is a matter of some do, some don't, some will & some won't that prevails. Many have tried and have had no change,; does this mean that all cables are alike? Absolutely not, it means I'm their experience with those cables they've tried within their system they've had little if any noticeable difference.
why should someone get a difference and others not? Too many factors to list and if you've heard any differences chances are you'd spot an improvement or worsening in the systems quality when presented with a better quality cable. not all systems respond equally to different cables, some are able to convey the characteristics, traits, strength or weaknesses better the pan others. Again material can be key to experience! I've heard little if any difference when sat listening for the slightest effect when changing cables to hear anything and many occasions heard nothing. Other occasions cables are slightly different but nothing wor spending a krone on.
Its a minefield of smart triumphs at best., but on a real special occasion something truly transforms the systems sound from a shade to a colour or an open window!