The flip side to this is when believers can't tell the difference in a blind test. To justify their beliefs, they belittle the test or say that it takes a lot of listening to hear the differences. You did this? Why? If you don't give a rat's ass, why are you ranting about it? If it really does take a long time to hear the difference, it's much more likely that one's brain has "broken in", not the equipment. The brain is many orders of magnitude more plastic and adaptive than any piece of hi fi equipment.
However, if this is enhances your enjoyment of the hobby, then it is a good thing for you to do. Does it really matter if the differences are real or perceived? I don't think so.