Of course that's the question to ask, though it should probably be a little less loaded. Like having the listener arrange four audio samples according to the perceived quality.
I certainly wouldn't deem any filtering positive, but I haven't just bought cables for $1000 either.

I could imagine that a cable which acts as a bandpass could resemble the functionality of a loudness button, if one adjusts the volume accordingly. Of course it is silly to call the result "better" since such effects shouldn't be the purpose of wiring. But that's why we do a test in the first place -- proving that it is silly!
I hope so, but it is still an assumption I wouldn't be willing to assert without further evidence. It is better to design the test in a way that takes this possibility into account, or we might be sorry later.
Exactly! That's my point. Imagine the look on people's faces when they get told that the sound of their $1000 cables could be reproduced with some amateurishly soldered circuitry made from some old spare parts. The more sloppily done it looks, the better!
That's how things should be, ideally. But it's a bad assumption to make in the design of the kind of test we're speaking of. It is very easy to fool oneself. Besides, I could imagine the difference to be so subtle that, although it's noticeable to the human ear, it might not be possible to say for sure which signal is the better reproduction of the original. Especially since any reproduction of the original requires
some means of signal transmission.