Burn in. Such a mysterious topic. Just recently, I bypassed an electrolytic in the feedback loop of my amplifier with a film capacitor. Right of the bat, it sounded really great, and a nice improvement was realized. After about 15 minutes, the sound went strange, and remained that way for a couple days. About 3 days later, it settled back to where it was in the beginning minutes, now 2 weeks later, it is even better still.
Cables are this way as well IME. Sound great right of the jump, then get ready for a bit of a ride. These are my findings and are subjective at best. I can't say why or if it is more component or brain burn in, but I have found this to be the case in about every burn in circumstance I have went through.