The psychology of hearing is a huge subject, upon which many books have been written.
It may help audiophiles to deploy passive listening techniques when auditioning new gear. With the new component in my system, I play a recording at the normal volume for my taste, then go into the next door room and read a book about a completely different topic to audio or music. If my attention is diverted from the reading, to the music, by something that my brain has not identified before, then the new component may be contributing something interesting.
I deployed this technique when I purchased my last DAC five years ago. I auditioned 6 DAC's and only one lifted my head from the book I was reading. I still have that DAC in my system today.
Happy auditioning!