^^ I was going to post what twiiii said. To carry that a bit farther, let's say you have two speakers with similar frequency response ratings. If they are both really flat speakers - let's say +/-3 db across the entire spectrum, which is fairly impressive - you'd think they would sound the same. But even that tight of a range allows for one speaker to be -3db at a given frequency while the other is +3db, resulting in a 6 db difference in volume between the two speakers. 10 db is a factor of 2 in perceived volume (even though it takes 10x the amp power). No two speakers have identical curves and there will be peaks and dips and humps and valleys in different places. You would surely notice a difference in a snare drum (for example) if the volume were double or even 1.5 times higher in one speaker compared to another. Taken as a whole, over the entire sound spectrum, this can have a dramatic effect on the overall sound of the speakers. Add to that, room response (resonance modes), off-axis response, dynamics, etc. and it's no wonder that two speakers both rated with the same "39Hz-20 KHz" frequency response will sound completely different.
That's why you always should listen to speakers to know whether you're going to like them. Specs can only go so far.