Are cable “upgrades” just as likely to make your system sound worse?

Clearly cables can sound different, some of the differences are predictable by their construction and the materials used.  But 'good' or 'bad' I don't know. Just different for sure and it all depends on their synergy with your components and your sonic expectations. That's it folks. Inexpensive v expensive, as far as I'm concerned that is either in your ears or between your ears and does not make what you hear predicitible. If I can I'd rather spend my money on stuff which is clearly more audible such as better amps, preamps, cartridges, speakers, etc. But, that's just me for sure, and I admit I'm not a major tweak freak. :-)

With regard to the Kunchur paper, do note that the comparison is between an XLR ($$$) and RCA connection ($) between the DAC and amp. This was done to avoid complicated switching arrangements, but it certainly adds a confound to the better comparison that would be budget XLR versus expensive XLR, for instance. Or, perhaps, reversing the experiment and using budget XLR versus expensive RCA.

Of course, if cable manufacturers provide test data it would help everyone.

There ya go!!!!!  Easy one.......Only buy cables that you can return, as trial and error is almost always the order of the day in high end audio.  

Some cables make it worse. I seen Nordost Odin 2 make grown men cry and not in a good way!

The answer for me at least and probably all of us, is room, system, music and personal preference dependent.  We all need and prefer different sound characteristics. And to those who say the problem is more evident in less reveling systems, that’s incorrect. I ‘fixed’ my cable issues with Wireworld’s top solid silver cables which, by design, are warm with accurate detail. 
My cable merry go round started some years ago when I thought it would be cool to hear more detail in this higher end system.  I run Wilson speakers, all top Conrad-Johnson electronics and a dCS front end.  We had just moved to Florida and my room is large and highly reflective glass, tile and masonry.  
Nordost cables give lots of detail at the expense of musical richness.  For some systems, their top lines are great but didn’t work for me.  I was thrilled to hear all that detail but over time missed the richness of the music.  Their Valhalla 2 speaker cable was way better than their lessor lines but the Wireworld platinums gave me just what I wanted.  The detail is still there but in balance with the richness.  Acoustic guitars have a real wood sound as does the big bass.  I have finally arrived.