It means the test is using your ears and not your eyes, nose, emotional attachment to a particular colour of wire, whatever. A listening test.
Companies market very expensive wires (for instance) on the basis that they sound better for reasons that have no technical explanation. It's surely not unreasonable to ask whether the stuff works as claimed or not, and the only way is to do a listening test.
At some point in the spectrum of hifi tweakery most people will reach a personal 'bollocks' threshold. Perhaps putting photos of yourself into the icebox, perhaps suspending your speaker cables off the floor, perhaps using orders of magnitude over-rated mains spurs. The list is endless and infinitely expensive. With no demonstrable benefits to the sound. There are cheaper ways to adjust your attitude or inner tranquility, and the left over cash could be spent on music. So, IMO, bollocks/not bollocks matters in a fundamental way.
Paul