No, because I can think of no reason in the laws of physics that they’d make a difference.
It’s like people who get into the whole cables make a difference thing. I’ve got better things to waste my time on than listening to headshells.
Even in a world where we want to accept they could make a difference, it would be vanishingly tiny compared to the phono stage, motor isolation, amp, speakers etc.
Doesn’t seem worth the hassle to moi 
Fair enough. As you were.
The one reason I would consider one however. Is with super low compliance carts where the extra head weight would improve tracking, the Hana was at the edge of the comfort level for the standard shell and a bit more head mass might have been handy.
Using an AT33 PTG II now, and it’s very happy with the standard setup.
Maybe when I retire I’ll give headshells a try 
Weight is certainly a thing, as is mechanical integrity with the arm, rigidity, compliance, resonance damping, material used etc etc. Maybe for another day.