I think the choices are overly simplistic. Does it have any effect at all? Yes, or at least I figure it does. Is the effect to a degree that matters or that one can even notice? My vote would be "No" for at least a vast majority of cases, and even when there is some audible effect one way or the other it's not enough of a difference to move the guitar from acceptable to unacceptable or from good to bad, or vice versa.
Also, very few if any of us have/have taken the time, effort, money etc. to do a proper, repeatable study with a decent sample size. All most of us has is "I did this one time and did/didn't like the result". And most of those times we change multiple things at once (often including strings) such that you can't reasonably put any difference down to one specific factor.
If you think guitar finish impacts sound in the audible range you have to vote yes.