Well, I think that if common engineering sense tells you that it can't really make a difference, and nobody can reliably identify a difference in a blind test, and you are still buying it, then it means you've crossed a border you probably shouldn't have crossed.
I hear that "audiophiles" also invest a fortune into cables that carry digital signals - where it's technically impossible that a better cable, regardless of how sophisticated or expensive, can make any difference at all.