The reality is that cables do sound different and that for a given amp/speaker interface, one design will often sound markedly superior to another. In another set up, preferences may be very different. Many will argue that this is solely attributable to the different tonal balances of different cables and that certainly can be a factor; however, even within the family of cables produced by one manufacturer, all of which share a similar tonal balance, the cable chosen will exhibit other very audible characteristics that have nothing to do with tonal balance. In this instance, I am thinking of the differences between Jorma #1 and Prime speaker cable which have very similar tonal balances but differ in a number of other ways that are clearly audible on a number of different systems that I have heard them in.
I think that my point is that the speaker cable serves as an elctrical interface between the widely complex load that the speaker presents and the output stage of the amplifier and that certain combinations seem to work much better than others. I do agree that some amps are much more sensitive to this than others (think low power, directy heated, single ended triodes) and some relatively immune to most of these effects (think the older Krell KMA series).