Nice clickbait for the audiophool busters!
It must be maybe the 1 millionth thread on the topic or something.

Speaking about electronically, I am just curious (and skeptical) about what's so special and why expensive one "sounds better"
Being skeptical is always a good thing.
isn't flat response Amp or DAC (...)
Define "flat response" first maybe?
(...) something we already do all the time?
Not really. It's more like: we design crap all the time, and only very occasionally do better for precision stuff. Now is this crap "good enough"? This is where this kind of topic will never end.
I get it why it would be few hundred buck or so for long lasting as they would need non CapXon garbage stuff but for a grand or higher, that seems absurd to me.
We all know some products are ridiculously expensive, and yes, sometimes for no good reason, but judging the price of a product by what it contains doesn't make much sense either, unless we're talking about "commodity" stuff - including potatoes.
So price is not the issue IMHO here. The only valid issue is when a vendor sells stuff with claims that are just not *met*, which happens quite a bit in many areas, not just audio (but audio does indeed have a lot of this.) Now if some vendor sells a very expensive DAC, for instance, which a claimed THD+N a magnitude or more lower than what is usual in GOOD audio DACs, and this figure is actually met, I don't see a problem. If you think you need it, buy it, if you don't, fine, just buy something else, and let the professional debunkers, suddenly becoming hearing experts, spend hours explaining why such low THD figures don't make sense.
To sum it up: price is not a valid point (only very few goods these days have an "intrinsic" value strictly speaking anyway), false claims on objective figures are bad and usually punishable by law, and true claims on apparently ridiculously "good" characteristics (such as ultra low THD+N), I'll let you make your own opinion, and spend hours debating what is good enough and what isn't - don't worry, you'll find thousands of people to discuss that with you.