It’s possible you can feel the difference between a stiff and a compliant wheel set, but it’s entirely another thing if you’ll gain anything in reality from throwing bunch of money for it.

There are some things you can pay some premium and feel the difference and benefit from though. Handlebars can be one of those, where upgrading to a more compliant carbon bar would reduce vibrations and make the riding more comfy, but there’s other ways you should look into before that such as less tire pressure or softer grips