I've been statistically validating the performance of different Deep Learning models in classifying parasitized and normal cells. In the process, I could find that there is no statistically significant difference in performance between the pre-trained CNN models. In the absence of such significance, which model am I supposed to choose?
This is a very general question, since you are not providing any statistics, that one can comment on. But in general: yes, this can be the case. However, there is an interesting paper on comparing classification models with statistical tests written by Demšar (2006). He shows a way to vizualize the results of different models that do not significantly differ in quality.