The trick is that people really do hear differences when first listening to a new piece of audiophile gear, it's just that the difference doesn't come from the new hardware but from the very act of listening carefully to hear differences . This is a skill that can be improved with practice, it's called critical listening. When audiophiles do it by accident(or because they are told to listen for "details") they basically delude themselves into thinking the hardware really is different. Once the effect wears off and they start listening passively like normal, they go looking for the next thing to improve.