I can tell you from personal experience caddying on one of the golf tours that players did not necessarily play the equipment that worked best for them. They'd play what they were paid to and adjust/adapt. Like most professionals, the mindset is "I can win with anything I use." On one particular instance, the player's equipment choice for that week was the direct reason he missed the cut in that tournament. He told me afterwards that the ball/driver/putter contract from company X is what gave him the seed money to pay for his starts each week. On the golf tours the Darrell Survey happens on Thursday or Friday so the players must have their sponsor's equipment in the bag that day. The rest of the week leading up he had played with a driver from company Y and hit it well. Darrell Survey day the sponsored driver is in the bag. He hits 2 OB off the tee with that driver. We miss the cut by a stroke.

Plenty of stories like that from golf. Whether it happens in cycling, I don't know.