That looks like zip-cord, not Romex. And you’re right, A/C that high in the wall, running perpendicular at least would be peculiar.
As far as your speaker, it’s nothing to worry about. If you’re concerned, drape an extension cord over one if your in-room speakers and see what happens with the system on. Make sure something is plugged in and operating at the end of the extension cord
Regards,
Wayne A. Pflughaupt