I have only used RCA interconnects and can clearly hear differences when changing brands and levels within brands.
But a search of this forum will find that according to Atmasphere (Ralph), if your components are fully balanced as are the components he builds, there should be little if any difference in the sound presentation of different XLR cables. You would need to read his explanation for the technical reason why.
It appears that a lot of audio equipment with XLR connections does not meet the definition standard of being fully balanced for whatever reason.