Of course aftermarket power cords matter.
They matter to those who sell them and those, like myself, who have spent good money on them.
Yes, they also make a significant difference to the sound. Or at least I thought they did after initially plugging them in. Heck, I even went to the great trouble of rewiring my Sony MiniDisc player.
After years of being taken in (and scammed) I'd now say they make bugger all difference to stock leads.
The relationship between vision and audio (or any) expectation is well known. For example I tried listening to two identical pieces of music - one with some visual stimulus eg an LP/CD/album art/ video and the other without.
Every time I did this I felt a strong compulsion to prefer the one accompanied by visual stimulus. I'd recommend anyone trying this for themselves just to familiarise themselves with this strange phenomena.
This, despite what they might say, is the main reason blind testing is so frowned upon by those marketing such products.
A similar thing happens if you clean all the contacts in your audio chain. Initially you will 'hear' improved clarity but very soon after this newfound clarity tends to strangely evaporate. Expectation bias, a likely cousin of the placebo effect, definitely exists.
Tricks of perception have been documented for decades and used in marketing for much much longer.
As Cain said to Abel....