Yep, there is quite a problem with that. I've recently was looking for proof that Golden Ratio aesthetical qualities are indeed the global optima for at least some categories of objects. I've found nothing.
There's at least one published study with a very large sampling base. I know because I was as skeptical as you are, then I saw the study mentioned in some design book, looked it up and it did in fact exist. I'll try and find the name, but I'm not sure if I still got the book where it was mentioned.