A characteristic feature of nonlinear vibrations is the energy transfer among different parts or modes of a mechanical system. Moreover, nonlinear vibrations are often non-periodic, even at steady state. To analyze these phenomena experimentally, the vibration response must be measured at multiple locations in a time-synchronous way. For this task, piezoelectric accelerometers are by far the most popular technology. While the effect of attached sensors on linear vibration properties is well-known (mass loading in particular), the purpose of the present work is to assess their intrusiveness on nonlinear vibrations. To this end, we consider a compressor blade that undergoes impacts near the tip for sufficiently large vibrations. We consider two configurations, one in which five triaxial piezoelectric accelerometers are glued to the blade surface and one without sensors attached. In both configurations, the vibration response is measured using a multi-point laser Doppler vibrometer. In the linear case without impacts, the lowest-frequency bending mode merely sees the expected slight frequency shift due to mass loading. In the nonlinear vibro-impact case, unexpectedly, the near-resonant response to harmonic base excitation changes severely both quantitatively and qualitatively. In particular, pronounced strongly modulated responses and period doubling are observed only in the case without attached sensors. We conjecture that this is due to a considerable increase of damping, caused by the sensor cables, affecting mainly the higher-frequency modes.