Musician, Physician, EE degree, Ham, Audiophile. No, cables do not have burn in or have directionality. Many things CAN change such as your listening position, air density and your ears and brain. But for those who do believe in wires with magic properties, it is harmless fun. Unless they talk you out of real money. And you get to decide what that is.
This is my thought based on experience physics and physiology. Because the OP asked. Could I be wrong? Of course. And I will be equally surprised if the rapture happens or Atlantis rises. But you never know.
If your experience suggest things that violate well established scientific norms I would usually suggest to any student to ponder, hard, alternative explanations, other than "oh all that estblished science is wrong". But IF you really have the chops and the data to PROVE that old science wrong, I assure you the Nobel committee is listening. Nobody on this forum has done so, so you mignt look elsewhere for facts on wire and signal transmisson.
Because the OP asked. Many lovely people believe otherwise.