What I'm trying to say is that I believe that useful generalizations can often be made about the typical characteristics of a particular design approach, even in the absence of carefully controlled experiments.
True, but how would you isolate the general characteristics directly due to shielding, or lack thereof? Cable type, gauge, single/stranded, connectors, solder etc. all are part of the sound of a cable. I assume (could be wrong) that shielding wouldn't be as influential to the sound as some of the aforementioned components.
I once used 47 Lab Stratos cable: 26 gauge single copper wire in plastic tubing, about as naked and unshielded as it gets. I liked it. Thinking back, I suppose it had a certain open quality to it. The 47 Lab motto of "only the simplest can accommodate the most complex" is epitomized with the Stratos cable (certainly sans shielding). But I can't help but think that the cable itself had more to do with the overall sound than it's (lack of) wrapper. Would it sound significantly more 'muffled' if it were shielded? Maybe. Actually, It would be a great cable to experiment with, going back to my first paragraph. One tiny copper wire: to shield or not to shield.