If my story is rare, lightning strikes multiple times. Audiogon member and good friend Louis (Logenn) experienced the identical thing with his Karma Exquisite Enigma's.
As with my system, multiple people (about 20 in our group) visited both homes and listened and reported on outcome multiple times.
Some of these visitors listen only once every two or three months, some once a month and some once a week or more often. Considering the huge difference in equipment, solid state, tubes, electrostatics and cones among this group, to have everyone agree about the changes that happen with break in is pretty conclusive in my book.
Similar things with electronics, especially things that have big power supply and or high end caps.
I agree that some people change the personality of their system repeatedly by tweaking this and that. Entertainment value is about all that's good for. My goal is to try and remember every variation possible so I can correct things that are wrong with the system as I slowly upgrade over time.
A typical thing that requires adjustment is my new improved crossover, the Air Tight Supreme over the PC-1 and the Aesthetix Eclipse replacing my Signature models.
All these new items have potential to be better out of the box (as you state) but unfortunately they are not 100% right away. All the high quality moving coil cartridges I've had experience with require 40 to 150 hours before they sound their best.
I'm told by Aesthetix that the new Io Eclipse must be burned for over 100 hours before they can trim the RIAA accurately. Since that's done with an oscilloscope that should qualify as a true indicator of how much caps move after signal is passed through them.