Since we’re only concerned about the bandwidth audible to humans and runs of cable in feet not miles we don’t need to worry about skin effect
It may be a bit more complex than that....see below a part of a comment from Bob Smith in the following article...
https://www.dagogo.com/audio-blast-schroeder-method-interconnect-placement/
"Noteworthy in the above is the fact that the Capacitance doubles and the upper Cutoff Frequency (where above which the signal begins to be attenuated) almost doubles. So in the event that we “double-up” our audio cables, we actually extend their bandwidth – albeit we are talking in the region of radio frequencies so there is no real benefit there with respect to extending the fundamental audio bandwidth.
What IS significant though is the fact that all of the above leads to a potential reduction in reflected energy and/or standing waves within the cable, and that is because of two primary factors. By lowering the Character Impedance and consequently, raising the Cutoff Frequency, we “push” or force any potential reflections up to twice the frequency at which they would otherwise occur. That then leads to two other outcomes. First, higher frequencies find it more difficult to propagate down the length of any conductor due to the “skin effect,” and are therefore usually attenuated more with respect to those that occur at lower frequencies. As a result, lower magnitude levels of reflected energy translates into less interaction with the Source and Load circuits. That means less potential for the formation of any associated Phase Distortion artifacts as outlined above.
Second, any modulation effects that do arise will be shifted up to higher frequencies right along with their higher “carrier” (the frequency of the reflected signal), thereby making them less detectable to human hearing.
In all the above, the only potential negative concern might be the increased Capacitance, as theoretically that “could” cause a roll off of the highest frequencies in the region around 20KHz. In most cases though where there is reasonable output capability of the Source’s output stage, this should seldom – if ever – be a problem.
In summery, doubling cables as in the Schroeder Method seems to be a viable technique in an effort to create a “composite” cable the exhibits higher bandwidth, and hence less and/or potentially fewer forms of Inter-modulation Distortion. Thus, it only makes sense that listeners would observe an improvement in the resulting sound of their systems by implementing it."
A reasonably close analogy would be reducing the room generated noise thru acoustic treatment to produce a lower noise floor.
Cheers