I have cycled in and out of being an everything-matters, True Believer or a judgmental, skeptic, nonbeliever. I didn't start as a nonbeliever and became a believer, and that was the end of it. No, I've gone back and forth over many years time.
My own experiences, mainly taken from more rigorously controlled studio tests, have told me that it's mostly a dance between the event and the perceiver of that event.
At a quantum physics level, when we listen to an audio system play a recording, the very act of listening has to influence the event and how we interpret the signals that our ear sends to the brain.
My mental mood, time of day, amount of light in the listening room, whether I'm listening alone or with others, etc., all have more perceived impact on the "sound" of my system than the cables or the type of metal screws that hold the cartridge, or whatever ridiculous but amusing tweaks I'm using or not using.
I'm currently in what I refer to as tweak mode. That means I give myself permission to believe if I hear some small variances in sound (especially in a noncontrolled test), that seems to be the result of a tweak. I just purchased an ADD Powr box that injects sine waves into the circuit that my system is plugged into. It has a very subtle effect that I find very enjoyable and worth the cost of the box. Other system tuning type tweaks I've tried are either below my level of audibility, or are doing nothing, OR I have convinced myself that something is audible, but it may not be significant enough to warrant the cost.
So, for me, the key thing is if someone believes an expensive stone on top of their amplifier sounds better, that is their reality and not, as a matter of course, anyone else's. If I think this black box I bought does something to the music that I like, it doesn't mean it's an immutable scientific truth, but simply my reality.
The universe we manifest into being through our perception is always relativistic and not absolute. If you believe in physics, you might as well leave room for different fuses to sound different to some people, even if you don't hear a change.