These self-styled audiophile seekers after perfection want the entire process to be a mystical journey and an ardous spiritual quest on which they must spare no expense
Indeed, think about how cool it would be to believe in that.
Rather than being a mere consumer of audio equipment with average ears, you become a skilled practitioner of the listening arts, with highly-trained, highly sensitive, golden ears, honed by years of listening to only the finest audio equipment. Not only can you clearly hear tiny differences in audio equipment (that losers like us on ASR say) shouldn't even be there, but you're confident that your ears can hear what even the best science can't define or measure. You're basically a wizard, for the mere price of a few overpriced DACs, amps, and cables. I get the appeal. It's a way of contributing and creating something truly excellent, at least in their minds.
The amount of ego that is invested can't allow the possibility that you (just like every other human being on the planet) are affected by expectation bias / placebo, and what you've been using to inflate your self-worth (and deflate your bank account) is a mere illusion.
It is no joke to say that people have sacrificed their very lives for less plausible stories than the stories they tell themselves in subjectivist land. It should come as no surprise that a handful of graphs (no matter how well founded and consistent) do nothing to deter them.