Richard Feynman, the great US physicist, described science as an acceptable philosophy of ignorance. We have to be comfortable knowing what it is that we don't know.
What we do know of this experiment is that the starting point is digital data stored on a CD, being transferred to a digital file. Most likely, the data transfer has end-to-end error detection and recovery. CDs can have 4,000 consecutive bits wrong, yet the original data can be reconstructed perfectly, thanks to Cross-Interleaved Reed-Solomon coding. In reality this means completely error-free - something relied on every time software is distributed on CD.
The experimenter has not told us precisely what input and outputs were used, or what protocols were used for the digital file transfer. But it is reasonable to assume computer-grade error detection and recovery at every stage of the transfer.
A computer can be easily programmed to determine if there is any bit variance between two files. It is reasonable to deduce that the listeners were exposed to bit-perfect copies, no matter whether bananas or wet mud formed part of the transmission chain. No wonder they could not guess a difference.
It is worth mentioning that the input impedance is likely more that 10,000-Ohms which swamps the likely impedance of a wet banana!
Caveat
Now this result cannot possibly be extrapolated to wires carrying analogue signals, or to wires carrying digital signals which are not error corrected (I am thinking I2S here, but USB streaming and Ethernet without error correcting protocols are also guilty).