Modern robot imitation learning increasingly relies on generative policies based on diffusion or flow-matching models, which generate actions by transforming samples from a prior distribution. A key question is whether the choice of prior matters. Replacing the standard Gaussian with a closer-to-target, non-Gaussian prior has been shown to substantially improve performance when training from scratch. A natural next step is to ask whether these gains transfer to fine-tuning pretrained Large Behavior Models (LBMs) such as LBM 1.0, $\pi_{0.5}$, and GR00T~N1.5, where one might expect even larger gains. Surprisingly, we find that this is not the case, except possibly at very low fine-tuning data fractions. Across over 100K simulation rollouts spanning all three aforementioned LBMs on 40+ tasks in two simulation platforms, and 1250 hardware rollouts on five bimanual manipulation tasks, non-Gaussian priors that are demonstrably closer to the target yield statistically indistinguishable or worse fine-tuning performance than a standard Gaussian prior. Diagnostic analyses suggest why: fine-tuned imitation learning policies converge to similar action predictions across priors, despite their fine-tuned encoder embeddings diverging substantially from the pretrained embeddings and each other. A learning-rate ablation further confirms that encoder training is the dominant factor in fine-tuning performance, substantially outweighing the effect of prior choice. We conclude with concrete directions for future research on when and why learned priors might still matter in fine-tuning. Project page: https://cxu-tri.github.io/non_gaussian_FT/
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