Is this true, or it's just a placebo effect?
Personally I don't hear any differences besides the usual vinyl "cracks" and random noises...
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TL;DR: it depends on the recordings. You can't make a blanket statement about it.
Vinyl has one advantage over CDs: mastered audio, pressed to vinyl, cannot be extreme in its nature. Brickwall limiting just doesn't work on vinyl because the extreme peaks and valleys it creates in the playback groove cause the needle to skip and jump out of the groove. The RIAA curve for mastering for vinyl and the physical limitations of the playback medium demand a much gentler hand in the mastering phase of audio that's destined for vinyl.
There is nothing stopping a CD from having a similarly light and expressive touch applied to source material that's destined for it. Brickwall limiting, probably the scourge of the music listener's world, doesn't have to be applied when mastering for CD. You can definitely find CD source material that isn't limited to death. And those pressings sound fantastic. Example: Pearl Jam's Ten Redux re-master and pressing of their seminal, debut album or the SA-CD release of Pink Floyd's Dark Side of the Moon.
Whether pressing to vinyl always results in a better product is hard to say. It certainly can't be a generic statement. There are bad sounding vinyl pressings and bad sounding CD pressings. You can only make specific comparisons: a specific pressing on vinyl versus a specific pressing on CD. And to make an accurate comparison you have to resort to double-blind testing. See my answer on the MP3 encoding question for how to do a double-blind test.
You're going to want to qualify exactly what "better" means. The quality of sound is a highly subjective topic, especially where digital and analog recording media are concerned.
Many people prefer the sound of vinyl. Lots of people prefer "cleaner" digital sound as well.
Personally, I like the sound of recordings on vinyl. This includes the cracks and mechanical noise - to me, it's more "fun" and I enjoy the experience more. However, I regularly buy CDs and record digitally and tend to only want to use analog sound sources when I want the kinds of properties that it imparts to a sound. I don't always want that.
The recording on a CD, being digital, isn't going to be warped by environmental factors. It's either readable or it isn't. For vinyl, there are shades of grey. The record could be warped, dirty, or scratched, and while this won't stop the recording from playing back, it will change it.
Vinyl has the potential to sound better than CD, especially for frequencies higher than 10kHz. But to get the full potential of the vinyl, the copy of the vinyl must be one of the first from the master, not been played before, and you must have a very good record player that is correctly calibrated and have a new pickup. Every time you play the record you loose some of the higher frequencies.
A CD on the other hand, can be played as many times as you like and it will sound exactly the same every time.
If you have enough money you can have the equipment to get the full potential of the vinyl. You don't need that much money to get the full potential from the CD.
I prefer the sound of well looked after vinyl through a decent record deck - and enough people feel the same that high end audio companies tend to specialise in this area.
A CD will sound the same every time, but the vinyl will sound warm and lovely at first...while degrading over time.
I have to admit I prefer the sound of a good tape deck to a CD so obviously I'm an old grumpy curmudgeon :-)
100% placebo effect. People who are vinylphiles will say the music sounds awesome if they are told that music is being played from a vinyl record. Blindfold a vinylphile, play a standard CD, but add lots of pops, crackles & skips, and ask the vinylphile if the sound is awesome and they will say, "Oh GOD yes!"