For k=1, you will indeed observe no difference. Real transformers might be 0.95 to 0.9999, and you will observe a change, due to equivalent series primary impedance, and whatever paths through the coupling matrix you may have.
Note that, in general, the coupling between N windings is a matrix of mutual couplings, and the total must be conserved (namely, the matrix is symmetrical, and I think the determinant is normalized and nonzero, i.e. the matrix is nonsingular). The shorthand of "K1 L1 L2 ... Ln 1.0" means the whole matrix is 1, so there is no difference between any windings. But in general, you can have windings in some arbitrary order where k12 != k23 and so on, in which case you will observe different voltages from different loadings of those windings.
Tim