Why do digital cables sound different?

Wire properties can certainly affect digital pulse characteristics. But, up to the point where a data "one" can be misinterpreted as a "zero" pulse characteristics don't affect the information which goes into the D/A converter.
So I don't find it "mysterious" at all that various cables sound the same. The mystery is why some folk think they sound different.

Eldaford - if they affect digital pulse characteristics (different bandwidth) then they produce different amount of jitter. Shielding also affects the jitter since noise causes changes in threshold levels. Some DACs are not sensitive to jitter (like Benchmark DAC1)at all but others are. Impedance matching also plays a part. Many cables ends-up with an RCA connector that is not 75 ohm.

The question is : why people pretend to hear a difference ?

Or why they THINK they heard a difference ?

No need to look further

I don't know if this response has been given before but this is what I know. For digital signal paths the frequencies of concern (pulse rate, pulse edges, etc.) are outside (higher) than the normal audio domain. In fact, they behave more like RF. So, the digital cable is essentially a specialized RF cable. At RF frequencies it is the cable impedance, especially at the interfaces (connectors) that is important because mismatches with the commected components can cause signal reflecttions. What this means, obviously, is that phantom bits may been ADDED to the digital stream. So, a good quality digital cable is just as important, if not more so, than your analog interconnects!

Added bits would be extreme case of impedance mismatch. It's more to preserve shape of the pulses to avoid crossing threshols at different times causing jitter. Jitter creates sidebands not harmonically related to root frequency (audible). Even double Phase lock Loop cannot compensate for fast changes.