Very true... you could do short tests though, which was what I think we'd have to be talking about in terms of getting a number of people from this forum together...
I'll agree the listening experience is different blindfolded or indeed with your eyes closed, but I'd have thought it only improved your ability to truly listen, without distraction. I guess if you're not used to listening that way though the strangeness of the experience may make it harder for people to judge changes. FWIW, I do close my eyes when I'm lucky enough to get the chance to just sit down and listen to music.