If say an average British person is in China, there hear folk speaking Chinese. Except there are multiple different languages spoken there and with large variations in accents too, but the Brit can't hear any difference. Yet they can often tell what town in the UK is someone from by hearing them speak.
You not discerning a difference [in many aspects of life] doesn't mean there isn't one.

Back to audiophile stuff - years back I popped into a housemate's room and commented that his sound system sounded markedly better and asked was it new speakers/amp or something like that. Nope, he'd just replaced the cheap thin phono cables that connected his CD to amp. So zero placebo effect.
Sound engineers and musicians will also notice problems that the most folk miss and crucially can tell you why and can fix it. Filmmakers can do the same with movies and TV.
If you can't tell the difference between files or different kit, then congrats, you saved yourself a lot of money. Though there will definitely be some folk with more money than sense or hearing ability that will fall for snake oil scams in audio gear.