Agreed, people should do that.

As I stated in a different comment, this is what I did with a friend. We had 5 different cabels ranging from cheap to about $4000 and we kept listening to the same song. I could not hear the difference after the cheapest performance cable however (Purple flare) but I definitely could hear the difference between those and the cheaper cables.

Again, I don't know how to describe it. I'm not an audio guy, but I did prefer it.

Again, I'm not an expert. But I'm willing to bet that there is some aspect of sound that is simply not being accounted for in tests like these. And for anything that has to deal with your senses, you should test it for yourself, not just take someone else's word or experiment for it.