In my very recent experience with Turntables, the low capacitance cables connection from the TT to the phono-preamp matters a lot. If the cable capacitance is high there will be a peaking resonance around 17KHz to 18KHz which could be audible as listening fatigue. For other source i dont find much difference due to interconnects IME.
Sir, It is good if analogue interconnects have the least capacitance, especially for longer runs to minimize roll off, especially at higher frequencies. The other important aspect is shielding to keep off interference from external sources and a reasonably good connector. Pure silver of copper is an individual choice.