Studies have furthermore shown that long-term listening, which is often the argument given, is not as good as short-term comparative switching back and forth.
I don't think there are any credible arguments to be made against double-blind testing for this kind of application (if there are, please go ahead), but certainly there are some arguments to be made against some specific studies that have employed blind testing, not necessarily against the double blind procedure itself:
1. Music is not revealing enough or otherwise doesn't have qualities X, Y, or Z
2. Playback setup is not revealing enough
3. Test subjects don't have good ears or aren't trained
4. Test subjects have insufficient time or control over what they are listening to, aren't familiar with the system or the setup or the music
and so on. Generally, for a decently well-run study, the above are pretty much covered, so the objections seem weak at best. A null result, with people being unable to tell beyond guessing in a double-blind test, isn't sufficient to be absolutely conclusive proof that there's no audible difference. But in terms of quality of evidence, it sure beats all kinds of sighted-listening anecdotes, which of course have next to zero credibility for any serious investigation.