If you make your own cables up, then you also know just what's gone into them, also by keeping a reel of cable and some connectors around, I can make up any combination I need without slowing a job waiting for things to arrive.
Yes, cables can affect the sound, but you have to have done something wrong to achieve this, and it's properly understandable once traced.
One thing I've noticed; "Interconnects" are always much more expensive than mere cables
Audio cables may be coaxial in their screen, but they are usually bad mismatches to source and load impedances. This doesn't matter because they are such short fractions of a wavelength. So thy can be considered to act like lumped capacitors in loading sources, preamps, etc. You can get lower capacitance per metre by using smi-airspaced or foamed dielectric cable.
Some badly designed gear can also go unstable into capacitive loads but that's really the gear's designer's fault.
David