Your premise is flawed, there is no such thing as a decent hifi dealer. They all push ridiculously priced cables and bullshit audiophilia.
Regardless, what you're describing is not a double blind test. The salesperson knows which amplifier is playing, and has a vested interest in selling you a new piece of equipment. I have personally seen salespeople adjust the volume slightly when changing between two different piece of equipment in a listening test. It's one of the oldest tricks in the book, as we tend to hear a slight (less than 1dB) increase in volume as an increase in sound quality. When challenged, they either vehemently deny doing it, or claim that they were "matching the levels", as if that was possible by ear only.
Please define "a good CD player", as even my old Pioneer PD-306 sounded absolutely 100% identical when playing through the analog output and when switched to the TOSLINK output through an external DAC. And that was a pretty standard black-with-gold-lettering mid-90s consumer CD player, nothing special at all.
Your talk of finding a "good for music" preamp is similarly silly. As long as the preamp is linear 20Hz-20kHz and has low distortion plus a decent SNR, you're golden. I'll admit that I'm guilty of overspending a bit for my preamp, a NAD C165BEE. Unfortunately preamps seems to be ridiculously priced everywhere, even more expensive than the integrated amps from the same manufacturers, probably for stupid audiophile reasons. But since I'm using active speakers and I figure I'll never have to buy another preamp ever, I can live with that.
Besides, all this amplifier talk is irrelevant, the time has passed for passive speakers. My current setup each speaker has an active crossover and 2x50W of amplification, tailored specifically for the cabinets and driver units, and it sounds better than any amp+passive speaker setup I have ever heard. Nothing else has come even close for vocals and detail.