I realise you are being self-deprecating but it is not so much about biases and beliefs, more that what we think of as "hearing" is not just about sound waves but rather how our brain interprets them. Thus it is quite possible for fancy cables to sound better, or for thick cables to deliver more bass, but not because the sound waves are different, more that our brain might customise what we hear according to what our eyes see. Sometimes even what we know does not make a difference, does make a difference, that disappears in a blind test.
Very much so. If someone has just spent £500 on some widget that is touted to make your music sound better, of course their brain is going to think it sounds better. It's just cost them 500 quid! This is very much a subconscious thing but I expect it's extremely common. The lines are blurred by the fact that so much of it is emotive - why shouldn't that highly expensive mains cable or network switch improve things if those better speakers also improve things?
Personally, I have and always will stand by the fact that speakers (obviously) make a big difference to sound, amplifiers make a small but often noticeable difference, analogue sources sometimes make a minute difference, and most other things don't. So those items are where I choose to spend the bulk of my money.