As cleeds is suggesting, if the wire is not intended for in wall use do not bury it in a wall. No sane electrician will do this. If the inspector catches it he could lose his license. If you do it and your insurance company catches it (after the fire) you lose everything. If you want to run special wire you can wire it to your breaker box and run it externally. It would be a bit messy but you could do it.
ptss, why do I do it this way? Because it feels good is the best answer.
There are a lot of wires crossing paths at the equipment rack and I want to shield interconnects from AC as best as possible. Aside from keeping power cables apart from interconnects shielding adds another layer of protection. With the phono stage on and volume opened up to explosion levels all I get is a hiss which you can hear one foot away from the speakers. On the hard drive you can't hear anything even with your head in the speaker. I have not checked this out with the supplied power cables. There may not be any difference but, I've already tossed those.
The Marinco plugs are really nice and they look sharp.