I have a bit of sympathy for those who hear differences that others suggest probably don't exist. Some years ago I read a book by Dr. Cordelia Fine called "A Mind of Its Own - How Your Brain Distorts and Deceives" -- it was a detailed study of just how complicated our brain is and how easily influenced by various factors. One example was a study that found experienced soccer referees consistently judged a tackle more harshly if the offending player was wearing a red jersey instead of a different color. Dozens of other examples were given.
Besides "expectation bias" where, in the case of audio, we hear what we want to hear, there is also the issue of subconscious bias -- like the red jersey. We would think many issues wouldn't have any influence on what we hear, but they do. Note that if we were aware of the influence, it wouldn't be "subconscious"!
The catch is even when double blind tests show we aren't really hearing what we thought we were, we don't do our everyday listening in a blind setup. We know what equipment is involved, and in most cases, can probably easily see most of the gear from our listening position. So it is not surprising that a particular brand name, or perceived technical details, the gear's appearance, and so on may influence what we are hearing. Throw on top of that the listener's physical and mental state at any given point and there are a lot more factors to consider than just sound waves.
As I've often noted over the years, I'm the biggest variable in my system.
So, to wrap it up, while I'm not a cable guy, I can certainly see why some people are. If it works for them, is in their budget without depriving others in their family of what they need, and increases the pleasure of their listening experience, then have at it!