This is very true. I see your wine reference like cables. Most audiophiles would say $1,000 cables make the biggest difference in sound, but I say they're being bambozzled. I would spend $80 max on a headphone cable. I want someone to do an A/B test with a $20 cable and a $1,000 cable.
It's actually been done quite a few times, chiefly with A/V cables. There's never a difference in anything but durability. That's one thing I like about the V-MODA cable, it's kevlar so I know I won't snap it, but that's the only benefit.
I mean, obviously all headphones have their own signature, but to my eyes it's like expensive televisions. They don't have the exact same picture, but if you sit everyone in front of a big wall of them, they won't all pick the same on that they think looks best. In addition, buying a 4K capable television (the equivalent of $2,000 planar magnetic headphones) in order to watch Netflix and broadcast television is pointless anyway.
Maybe those Audeze LCD-3's are capable of higher fidelity, clearer sound. They probably are. But unless you're listening to a completely lossless, PERFECTLY produced piece of audio with a flawless DAC/AMP combination, first of all you won't even be sending anything through those speakers that warrants all the hardware. Additionally, there's a limit to how much fidelity the ear can differentiate anyway.
Like I said, I would love to do a blind test of a couple dozen headphone types of the same ilk (closed vs closed, open vs open) and see just how much of a difference one can hear if one isn't told that this one cost $300 and this one cost $3000.