Listening with just your ears does eliminate the effect of psychoacoustics quite plenty if you are totally blind, and you ask the in-store consultant not to tell you which one of the several amps, or preamps, or players, or cables, etc... in the lineup you are listening to... Particularly if the evaluation and results are repeated with consistency.
I found there can be significant differences in performance between components of same price ranging from freeby earpieces given out by airlines in flight or 50C RCA wires supplied with old boomboxes and cassette recorders, all the way upto multi thousand $$$ wiring and high end speakers... Same thing for other components in the audio chain.
While this has usually been the case, it has not been universally so... There have been some less than common cases where I have perceived little or no difference.
G.