All I know is that lacquer is important to piano manufacturers, as its use is correlated to the hammer stiffness/density and consequently the sound character we call brilliance. The lacquer/varnish used by Stradivari is the main reason why his violins can not be replicated.
How does it translate to the loudspeakers I have no idea. I remember though that piano lacquer and glue were mentioned in relation to the discontinued Bosendorfer speakers which were rather special.
It may depend on design. If Yamaha use the "sounding board" principle employed by that Bosendorfer, then the glossy lacquer will definitely affect the sound. If the cabinet is damped, then it does not matter whatsoever.