@snilf, I can so relate to your post! I love Part’s "Te Deum" on ECM; and I’m always stunned by people that listen to (and adore) various sub-genres of heavy metal on their pricey audio gear. I find the music heavily compressed, quite edgy, and hard to listen to for very long. Yes, it’s all about subjectivity.
Re speaker cables, I never focused much on it until recently. I had an inexpensive pair of Audioquest something-or-others here in the office desktop system for over 10 yrs. Finally got the urge to experiment, and based on user comments, picked up a used (elderly) pair of Nirvana speaker cables. As soon as I installed them on the vintage KEF 103.2 speakers, driven by Wyred 4 Sound ST-500 class D amp, I heard positive differences: audible improvements in the depth, focus and lcarity of the entire bass range; slightly less "glassiness" in the upper mids; and noticeably better soundstage dimension (not something desktop placement facilitates).
Those speaker cables aren’t going anywhere. I know a good thing when I hear it..