I got my education on this issue early on, in the 80's. I was running a popular BBS and had a boner for one of those new-fangled ripping-fast 1200 baud modems. I just knew my life would be better if I could get one, but couldn't afford the prices. Then I went to a computer show and saw it in its plain white box: a Genuine "Hi-Fidelity" brand 1200 baud internal modem for no more than 80 or 90 bucks. Well Now! I went home that night and slipped it into an ISA slot on my Wells-American 12MHz '286 and It Worked! I was thrilled, until I started trying to tie it into the BBS software. Everything ran without a complaint, until it was time for the modem to actually behave as it was being told to do; setting for auto-answer, how many rings to wait before answering, setting a particular baud rate, anything of that sort that went beyond ATDT or ATA (dial a number or answer a call) just didn't seem to be working out.
I stayed up for hours into the night trying to figure out what I could possibly be doing wrong, issuing Hayes commands from a terminal, seeing them accepted and tearing my hair out while the system acted as if I had done none of the "right" things to make everything work. Around 2 or 3am with the beer and my patience running out, I sat down in front of the terminal and typed "ATFUCKYOU" and hit . The damnable thing answered back "OK" and I realized I had been had.
It would answer "OK" to -any- string as long as it had an AT in front of it. Us round-eye devils wanted Hayes command set compatibility and they'd give it to us... on their terms, and run away with the money. It was an expensive (in 1984 or so dollars) lesson in the psychology of Chinese technology vendors that I have never forgotten. Don't trust them, don't trust even what you see unless you can confirm it all the way to the end of the test chain, and then don't assume the next one out of the box is going to act anything like the one you just tested.