It depends on the experiment done… You need every intermediate point between the wires to be low distortion too. As in, audiophiles cannot distinguish between distortion and distortion+distortion is not really an interesting result.
You need source, digital to analog conversion, pre-amp, amp, speakers to have low distortion too, and you need the room to be appropriately treated too. I didn’t look at whether they did all that but I seriously doubt they did.
Did you really mean to say that audiophiles can distinguish between no distortion and some distortion, but cannot distinguish between more distortion and less distortion?