Actually it would be interesting to put this to the test at one of the Amiga conventions. I suspect it's one of people knowing what they are using and it affects what they think.
If you couldn't see the box you are running on, would you still know? Assuming you don't run the emulator at insane speeds, of course....
As someone who uses WinUAE, Minimigs and real Amigas, all I can say is that you can "feel" the difference between emulation and the genuine article.
It's like asking someone why they want to drive a 1960's Jaguar instead of a 2011 model, when the new model is just so much faster and comfortable. 
