I think this goes back to the introduction of the "tempered scale" on keyboard instruments. Until just before the time of J.S.Bach you couldn't play a keyboard in, for instance, Eb because all the intervals between the notes would sound wrong. The "tempered" tuning meant that, in fact all the intervals are slightly imperfect, but by a minute interval that the human ear can't really distinguish, the whole think being a bit of a compromise.

It does, however, mean that some keys have a different feel about them and are harsher of softer, and classical composers have always used this - otherwise, why write in G sharp when it would be easier to play in C.