High purity oxygen free copper cable is surprisingly affordable when compared to some of the so called audiophile cables routinely advertised in the audio press.
In fact you can even buy it on places such as Amazon.
As you say, whether it brings any audible is a matter of individual choice but some do try to use cables as a way of altering the tone of their systems.
Some even shun the use of active loudspeakers because they do away with the need for speaker cables completely!