How are you hearing no difference?

Because you are not listening blind. If you did demo blind, you’ll find a $500 DAC and a $2500 DAC (assuming cream of the crop for their price points) are not going to sound dissimilar.  
  
If an amp or preamp has good linearity, low distortion (THD+IMD), high SNR, high channel separation, etc., then it’s hard for them to sound appreciably different. 

I don’t think listening blind will do any good. The problem appears to be people don’t know what they’re listening to or how to analyze sound in comparative situations. Obviously any tests are system and listener dependent so negative results should be taken with a grain of salt.

mzkmxcv

If you did demo blind, you’ll find a $500 DAC and a $2500 DAC (assuming cream of the crop for their price points) are not going to sound dissimilar. 

That's quite possible. Many poorly-conducted blind listening tests obscure audible differences between the devices under test. Conducting a scientifically valid, double-blind listening test is trickier than it might seem.

Not hard to believe. People hear differently. I grade all my albums on sound quality, (class A, B, C, D, and F). When I have others over to listen there is almost always disagreement, with incredulous looks, over differences in opinion. YMMV...

Tom

@mzkmxcv +1

@4hannons Ask your friend to use the same preamp without telling you for the same track at the same SPL level. May be you will find more often than not that you think you can hear a difference. A good experiment which is repeatable will help you run it multiple times, this will help you factor out irrelevant variables. You have to run the experiment many times (many many times) and then try to look at the distribution of the result.

Then reason (sometimes use basic probability theory to get concrete justification) about the result. Like for example if you ran the experiment 10 times and 7 out of 10 times you can hear a difference then something is not right. But 9 out of 10 times you hear no difference, yeah they are the same preamp and this makes sense. So running it more times makes it more easy to reason the distribution of the result, like here 10 is a bad example for some tests.

Do the same with different preamps, sure some preamps do sound different. But it is good to do it this way rather than spending a week with one preamp and a week another one and drawing a conclusion. Which is fine to get an impression, but statistically meaning less.