Bokeh and DOF are indeed going to be exactly the same, but why are pictures coming out so much different (ie: massively better) with exactly the same settings on a D200 and D300? The differences between a D40 and a D1x would also have to be very different.
I sincerely wish I could do the test, but I don't own either a D40 or a D1x, but if there were no differences in pics between different bodies with the same lens, why are there 5000, 10,000 and 15,000 dollar cameras, since a $480 camera would give me identical results? The answer is... becuase though a lens is a major contributor to the quality of a picture (I am not disagreeing with you there), but its not the only factor to consider. In camera processing and sensor quality also add more than their fair share to the end results.
As far as Ken Rockwell is concerned, anything he says I take with a massive grain of salt. Though his pics are nice, he is out of his gourd if he thinks that a $480 camera can compete with a D1X and give superior results. He is already known for not being the sharpest tool in the shed on the net in terms of many of his opinons.