They certainly sound the same... as long as you set both with the same filter.
If you compare two, and they don't use the same filter, they can sound different.
It's not really a subjective question, like said above, it changes if they don't use the same filter. I don't why everybody ignore it, maybe just because we don't have a graph showing the result that we are used to. Maybe also because the graph showing the different filters shows a difference in the higher frequencies, but that it's not there that you will hear the difference (very small, but you can hear it depending on the content of the track)
I did some tests that show the difference, but you can't really show the results as a graph like frequency response, but the two filters giving me the biggest sound difference were also the two with the biggest difference in the measurements (with the same DAC that measure the same at 1kHz with all filters).