Well they do BREAK-IN I don't know about burn in. Valves (tubes) burn in and actually burn up. All electronics break-in from the wall socket to the voice coil in the speaker and even the suspension in cone drivers..
Of course it makes a difference. It also makes a difference if you condition your cables too. I had copper with silver clad take close to 1000 hours. # 10 large multi-strand that was stiff as a board. They sounded like heaven when they were laid out and let settle. First time I used Russian surplus cable too. Shipping was as much as the cable almost.. Now the same cable is 20 X the cost and 1/2 the shipping and it just went up..
As far as direction, look at the wire and see how it was pulled through the die. You'll see the same with crystal wire, they lay in a direction..
I'm not saying anything other than the go go in the cable is doing the cha cha cha in that direction -----------------------------> and that direction it towards my speakers.
Let that soak into your onion!! That's mechanic talk. :-)
Regards