If you are using a transformer for audio signals, then the least of your worries is conductivity of a wire.
Magnets are not superconductive. The conductors in electro-magnets can be, but they are not treated to create superconductivity, they need to be cooled to cryogenic temperatures to be superconductive. We are a long way still from room temperature superconductors. If you think skin effect is a problem now, try it with superconductivity. Fixing one problem does not fix all problems. It will not fix inductance either or capacitance.
In audio, the conductivity of wires except perhaps in speaker voice coils (from another topic) is far far down on the list of issues impacting sound. This is just grasping at straws to try to justify wrong preconceived notions.