The elephant in the room that no one notices is Power Supply Impedance and Phase. It is perhaps the most important and neglected aspect of HiFi design.
Capacitors have two frequency dependent properties, ESR and ESL, often ignored by engineers and almost certainly by Joe Audiophool.
The amplifier circuit, if perfect, does nothing more than regulate the power supply. If the power supply has poor phase and impedance, it passed on to the next component. Sequential components alter the preceding and this is why a really great component may get so-so response in one reviewer's system and sterling accolades in another.
Sequential components & cables all add their sonic signature.
Hence, when Walter Wannabe audiophool swaps out ReallyGoodMatch for BigFatSilver caps, he is altering his entire system and any perceived change, improvement or not is only valid for his system.
Add in the $$$$ and time incentive, and of course it's better.