Exactly, when I was listening to source material without frequency extension beyond the Filter #3 roll-off I couldn't hear any difference - as there was none to hear.
When I looked again at the graph I picked the Filters with the widest gap - giving me the best chance to hear the difference - and looked for source material that had extension across the gap between those two Filters, #3 and #5.
Even so I needed to improve my hearing by using headphones with more high frequency extension, and still needed to search for tracks that I could definately repeatedly hear a difference, which turned out to also be an improvement - there's more pass through of high frequency source material through Filter #5 than Filter #3 (or #4).
So if your source material has high frequency extension, and your headphones also provide high frequency extension, you have a good chance of hearing the difference.
Now, I'm on Filter #5.