If they were telling you that all wheels perform exactly the same, they're wrong. The type and quality of your wheels can make a difference in weight, in ride quality, in braking performance, in aerodynamics, in load-bearing capacity, and other ways.

With that said, many of us wouldn't notice too much difference between one set of quality wheels and another. There are some that do, though, and some of those people are willing to spend a lot of money for the difference.