Does altitude change the sound of speakers??

Yes, it makes them sound higher by about 4,500 feet. Lower efficiency speakers suddenly become higher efficiency. A Magnepan can be driven by a 3 Watt amp whereas in Ohio one needs 200 Wpc.  ;) 

Other than that, I suspect that changing a pair of interconnects has more impact than elevation. 

MarkLevinson.... I also live in Prescott. I came from Boston....sea level. The sound of my von Schweikerts did not change in any way I could hear. YMMV. Bet you’re loving the weather here over Lake Erie gloom.

There’s something referred to as, "acoustic impedence", which affects, "sound pressure", and varies with air pressure.      Given your elevation change amounts to less than a mile; it’s highly unlikely you’ll notice anything.             Not that big a change, in air pressure. https://www.animations.physics.unsw.edu.au/jw/sound-impedance-intensity.htm        Cleveland is a nice place to be FROM, isn’t it?

They should always sound better when you're high!!

I like D_S answer.. hee hee.

The air is thinner, thing are bound to be a little faster and with less pressure on the old ear drum, ay? But give it a little time, just like you for the altitude change.. Interesting though.. Humidity is right in there with SQ to...It all plays into "The sound", ay?

Would it actually be a lower spl with the same watts or not? I gotta think on that one a bit. $ for $ would you get the same SPL at sea level as one, two, or what about 4 miles up. Everest? Can you hear anything up there. 
With no air, no pressure, little air, little pressure, Right?

Regards