Well... I think the problem becomes when they think they're buying something that makes a massive difference in sound quality, when in reality those claims are impossible to assess without a proper ABX. Even then, it gets very difficult to get to a meaningful result.

I don't have an issue with folks believing in differences that don't exist (and there are on occasion measurable differences), my issue is with situations where people are putting their money into this stuff instead of stuff that tangible does matter, and very obviously so - like headphones and speakers.