The answer is they surely do make a difference. But it depends on lots of things. I do think if the system isn't up to very good sound quality standards, it's highly dubious if cables can make big differences. I've heard only nuanced differences in speakers around £1000 and amplification the same, when I've owned such a system, but when my speakers and amps got a lot better, the cables can make profound differences. I suppose whenever a system can be more sensitive to changes you will notice more. It's maybe a bit like using very good fuel on a Ferrari will show up more than a lesser performing car. Shielding is pretty big in comparative tests too.

It's not always expensive is better , but it can follow and cables in the chord and tellurium ranges for example have great reputations. I've found going up through the chord range the sound does get better, but law of diminishing returns comes in.

Before I changed my speakers I used cheap talk cable with my old pmc twenty 23s and the talks just sapped all dynamics from the sound compared to my chord epic reference cables. But when I changed speakers to pmc twenty5 23 the talks are not that bad