The bottom line question on all of this is: "how do you know?" People say that one thing or another has a huge effect, and cite an example. The question then it, why did it change _that_ guitar so much, and maybe didn't change another to speak of, or even had the opposite effect?
In some ways guitars are balanced on the point of a pin. Ultimately, it's the way the different parts work together, and, in particular, the way the resonances line up, that accounts for much of the 'voice' of the guitar. Sometimes changing a particular resonant pitch by a small amount, a couple of Hz, can alter the timbre of the guitar noticeably, as things that used to reinforce each other strongly no longer do, or vice versa. It might not take much of a change to affect this sort of alteration. I've seen guitars whose sound was changed noticeably by swapping out metal tuner buttons for wood ones, and have measured changes in the response of a guitar from adding a couple of grams to the bridge, less than the change in mass of going from plastic to bone bridge pins.
But not _all_ guitars will be changed in the same way; a change that makes one much better might make another much worse, and on a third would be indistinguishable. And, of course, a lot depends on what you like: a change that one person would be very happy with might ruin the guitar for somebody else.
In some cases we can predict the nature of the change you could expect. Swapping out plastic bridge pins for bone ones will add mass to the bridge. All else equal, you'd expect this to cut down the power of the guitar a little, and more so in the treble than the bass. It's likely to sound 'bassier'.
Or maybe not. Different people use these tone descriptors differently, and what sounds 'bassier' to me might sound 'clearer' to you , because there is less power in the upper partials to confuse things, or 'tubby' to somebody else, who likes lots of high end.
Bridge pin swaps are easy, of course. How do you swap out the neck wood, or the binding, and leave everything else the same? You could try to build two guitars that are 'the same', except for the neck wood or the binding, but that's not as easy as it sounds. Believe me; I've tried. To really be_sure_ you'd need to build a hundred or so of each, with quality control that's a bit better than Martin or Taylor can manage, and look at the lot statistically. I'd be willing to bet that, except for things like changing the species of the woods used for major parts, and the top in particular, or a big change in top bracing or bridge mass, you would not find much difference even in a test like that. Neck wood?: maybe. Binding? That's pushing, I think.
Finally, you have to remember 'Feynman's Dictum', as I call it, from his essay "Cargo Cult Science": "You are the easiest person for you to fool". That, in a nutshell, is the reason behind all the statistics and double-blind studies; people hear what they want or expect to hear, based on what they've been told or have seen. If 'everybody' says that Fossilized Dingo Dung bridge pins sound wonderful, you'll probably hear that when you try them. If I swapped them out without your knowing it, and you tried the guitar blindfolded, you might well not hear the same thing. It's no good telling yourself that you're to smart for that: you're not. Nobody is.
So there you have it. It's easy to say that one thing or another _might_ have an effect, or _ought_ to, but very hard indeed to say for sure whether it actually does. To go further, and generalize that it will _always_ have a given effect is really pushing things, particularly when it comes to basing your judgement on subjective impressions of 'loudness' or 'clarity' or 'balance'. In the end, all we can do is try to understand how these things work, so that we know what the biggest drivers of tone are, and then, at least, we can say with more confidence that changing the top wood is more likely to affect the sound than changing the binding, or whatever.
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