Since those wires are carrying low level signals, they could be susceptible to audible nasties. Shielded wires may help avoid that, and balanced connections (most pro style powered monitors sport these) would be immune to any of those problems. Unless you have existing, audible problems, or an unusually long run of cabling, you probably should not sweat this.
edit: never mind, after more careful reading of the OP I see that the wires are indeed carrying amplified signal.