Yup, distillation never produces a pure product. Cask-strength whiskeys contain quite a lot of water, even though nobody is stupid enough to distill at 100C. Even an industrial column still can't go over 96% ABV.

There is always some amount of vapor pressure, even below the boiling point of a substance. Otherwise, neither water nor alcohol would evaporate by themselves at room temperature! The temperature we call the "boiling point" is just the temperature at which the vapor pressure equals the ambient pressure.

If ethanol and methanol were readily distinguishable by taste, much fewer people would have died or gone blind drinking moonshine.

Whatever subtle differences exist between them are probably unnoticeable to people who are already drunk, not to mention drinking cocktails with all sorts of other flavors mixed in.