As long as they work for the application, no, in changing many many different wires/interconnects over the last 45 years the audibility of improvement has been a non-issue....unless it is actually malfunctioning it hasn't caught my attention much. Even when I tried those fancy cables my first thought was I guess it's better even though I don't hear a difference...
As I said, not a headphone guy, maybe that magnifies small differences. Can you say which of the two cables you've tried with your headphones is actually more accurate? or is it just a preference? Preference for wires that detract from the signal (such as rolling off highs if conditions are right) I've read about in some cases is actually pleasing to some...so who knows. If they're of good construction and built to the purpose (proper gauge, shielding, whatever)....I don't think it's something to worry about let alone shopping for, reading reviews about, trying to compare properly....