Yes cables and interconnects matter BUT.
IMO there is a point of diminishing returns. Meaning that yes going from lamp cord to quality oxygen free speaker wire will have an impact that will justify the cost difference. Then there is a point that spending 2000% more for only a 10% increase in sound is in my world not worth the money. I have always tried to stick to a 2 to 1 ratio for my buys. Meaning double the cost for a 50% increase or four times the cost for a 100% increase. Might sound nuts and others will say I can’t really measure the end results. Well it has allowed for me to be in a place where I love my system, it was built within reasonable budget, and most important the music sounds fantastic.