Yes, impossible to prove. But easy to assess for someone who experiences this: say, simply hide the speakers behind a curtain while playing, and provide a substantial cash reward motivation to that individual if he can reliably locate those speakers - I would certainly fail to go home richer ...
This happens rarely, because systems don't normally work well enough; and there is probably a significant portion of the populace who wouldn't trigger on the illusion - but there are enough accounts online, by others, to confirm it's not unique.