In my experience, and a I have a good ear trained for a lifetime as audio engineer, even a resistor can affect things in a system which is transparent enough. In my line of work you could not imagine things, so you can repeat things over and over and always pinpoint things.
That is just training, anyone can do it.
So a power supply will certainly affect things. Please not the word: affect. That doesn't mean improve or worsen.
Sorry if I do not trust measurements very much when they do not show something you are clearly listening to. The ear is a very sensitive tool if you know how to do it.
I have a friend who makes very high quality speakers, so we are constantly making tests.