The details will depend on the school. Some programs expect you to find a research group (and funding!) within the first semester, while others expect you to have settled on a group by the end of the first academic year (prior to the first summer where you can focus on research). One of the questions you should ask each program is "how difficult is it to change research groups?". You should also verify that the research advisors you are interested in are still taking students! That said, no one will remember what you put in your SOP. You will not have priority over other students simply because you stated that you wanted to study X with Professor Y in your SOP. The reason it is "advantageous" to include these statements in your SOP is that it indicates that you have thought about what you want to do and identified schools where you can do it.
Your SOP should be a reflection of who you are, why you want to go to graduate school, and what experiences you have had that make it likely that you will succeed in graduate school. If you are truly uncertain about which sub-field of physics you want to study, it is ok to say that, followed by a brief statement about why both Hep-ex and CME are of interest to you given your background, previous research experience, etc. Mentioning specific professors/research groups/experiments by name is an indication that you have done your homework (i.e., looked into their program in detail), not a commitment to work with any of them (and vice versa - it is not a commitment by the faculty to have you as a research student if you are admitted to the program).
All of the above is appropriate for graduate school in the United States. European programs have a completely different set of rules, where admission to a graduate program is much more similar to accepting a job working with a particular faculty member (and graduate positions are often advertised like jobs in the discipline-specific job registers).