My personal experience is that I often won't notice any sound change due to a tweak when I install it. Sometimes, however, after having something in my system for weeks, months, or even years, I'll remove it. Frequently I'll then immediately notice a difference in sound, usually for the worse.
That's frustrating because it doesn't help me make improvements by "tasting" tweaks, but it does help validate their impact and encourages me to keep trying.
Difference-makers of note for me include: using a well-regarded switch for my Roon NUC/Server/Internet connection, as opposed to just plugging everything into the router; M101 Nova Ethernet cable; Taket Live supertweeters. I've had less success noticing a difference with isolation footers for both rack gear and speakers.