That's a serious issue. I play a stringed instrument, and purchased a "professional" model a few years ago. Among the instruments that I was trying out, some of the physical differences were sufficient that there would have been little expectation of identical sound, so the game was to discover the differences and then make a choice.

There were instruments that I rejected within seconds, but others that took me upwards of 1/2 hour to figure out how to adapt my playing to the characteristics of the instrument. There were issues that might have been unnoticeable to an audience member, but that would have affected my ability to play with good technique over the duration of a performance. Some of the instruments, including the one I ended up buying, changed my opinion of how I wanted to develop my tone and playing style.

Granted, I was always faced with a slight doubt about whether any of it was real, but without any good way of settling that issue. Also, a virtuoso might have been able to make all of the instruments sound the same with much less effort.

Oh, and don't get me started about bows.