Yes they make a difference.
But it is of less contribution the big elephant in your system for "sounding".
Most are connecting their speaker cable between a crossover and a (power) amplifier.
It has so much bigger impact that we use and have a big crossover between the amplifier and the speaker driver.
If do the crossover is before the power amplifier that is connected directly to the driver/speaker. That is "sounding" considerable better than a speaker cable swap in a passive system. Of so many reasons.
The only drawback is convenience, convenience and convenience.
Go active if you want a cheaper way for getting high end sound in the LONG run. Or keep switching out your amps, speakers (including speaker cables) in different ways rest of your life in hope to get a different result..
Make a change that counts or live with a system compromise because of convenience in my opinion and experience.