> But they did not, themselves, perceive the two sounds as being different sounds.
This makes sense, thanks. I guess we generally don't perceive the different sounds in our languages, like an English speaker generally won't perceive the difference between t͟hə and t͟hē (https://www.merriam-webster.com/dictionary/the for audio).
For what it's worth, the sounds really are similar. The technical term for W [w] and Y [j] is "semivowels" (or "glides"); they are pronounced like vowels with no obstruction of airflow.