This is a pesky thing... placebo. Here's my experience.
I initially had a foobar III amp/dac and upgraded to a MicroAmp. I used the FoobarIII's output for the MicroAmp. The MicroAmp was about 50% more expensive than the Foobar and a dedicated amp. You can imagine how I felt when I heard no significant improvement. I didn't feel good at all. It was when I replaced the Foobar with a SpitFire DAC that I heard a difference. I also heard a difference when I switched to HeadRoom's Ultra Micro Stack, but it was again, surprisingly subtle. So subtle, in fact, that I've never mustered the urge to significantly upgrade. I've been really wary of pumping money into another setup only to not hear significant differences.
Another disappointment was the Cardas cable. Again, nothing significant that I was certain of. I continued with it anyway since I had the cable.
Not so with the ALO cable for the K702's. This difference, I could heard. I was really startled by it when after listening for a long time to the ALO cable and switched back to the stock. Uncle Erik is now trying to tell me I imagined it with the power of suggestion.

Placebo is a hell of thing if this is the case. Unpredictable and not just based on what's consciously felt or thought. It doesn't seem to be selective either since in some important and expensive cases, I haven't heard a difference.