Speakers certainly can change as the compliance of the suspension alters with use, initially it can be quite significant, then very gradual ageing over decades. Some components within electronic boxes may change with heat during initial periods of use, and then might gradually change with age or more drastically at great age. Component values may change with heat, and make a difference to sound between when cold and when at working temperature.
Conceivably, copper (or silver or whatever) wire, or more specifically the characteristics of its insulation if plastic, may change if the wire gets hot enough - such as maybe a very thin speaker cable with very high level playing, or a thin mains cable. But otherwise - especially with an interconnect - day to day or hour to hour room temperature changes will heat change the wire’s temperature more than usage ever will, so if there was to be change it would happen whether if not you even connect it to the system, including in storage before you buy it.
Against that, physiologically ear response can and does change frequently. For an extreme example try clearing your eustation tube by yawning or swallowing, especially if you have a bit of a cold. And then there is tinnitus, from which many people suffer so slightly that they don’t even notice most of the time - but it can change, suddenly or gradually, permanently or reversibly. Then there is the temporary dulling of sensitivity after exposure to noise (which can include music!), and which apparently does not have to be extremely loud for that to happen,
As for psychological effects, they are many and varied. Some people seem to get very upset at the suggestion of a psychological effect, seemingly feeling it is somehow a negative reflection on them - but in actual fact, some psychological effects, like learning to like a new sound, are good good as they ensure happiness, likewise post-purchase justification. I have psychological issue myself, in that I am too readily drawn into music I like and can struggle to compare things if the difference is not marked enough to be obvious.
And then, I can go to a gig and be quite critical of the sound balance at the start, but the band gets going, I enjoy it, and by the end if simply sounds good. Is that the band’s equipment burning in, or a combination of psychological effect on me, with probable dulling of ear response due to sound level?