Please forgive my ignorance on this. I am still learning. Doesn't your ECU learn how you drive? I think people don't see any gains because they are bolting on to an engine that was driven a certain way etc. and needs to re learn the new parts. The ECU learns air inlet and fuel inlet (not how high you rev the engine etc or how hard you drive it) but there are some direct connections.
Why does K&N Guarantee 10-14 HP on their intake or they let you keep it for free? They do make you pre dyno and post dyno and that could defer some people but really seems like a stretch as they could be sued for false advertising and that would be a bigger issue.
I think if you bolt on a engine that has 20,000+ Miles your ECU will take far longer to re learn air flow etc. That is why you get misfires etc. I bolted on my K&N intake at 2200 miles and left the battery unplugged for a day. The biggest difference I feel is a much more throaty exhaust that is otherwise stock. But there could be more power.
There are also ways to manipulate your ECU without actually "tuning" it. You can have your cooling fans on all the time and by default helps the engine run cooler. There are other "tuning" things you can do without flashing your ECU if I am not mistaken.
Granted I understand that flashpro is great (at least what I've read) and I may eventually buy a flash for my car and a tune... but isn't that why we don't see bolt ons have bigger yields? Granted I have read a ton that most short rams and even CAI do nothing for performance.... which makes me wonder why is there such a huge market for them if they do nothing?