How are phono cables different (related to hum issue)?

Wrestling with frustrating humming for weeks on a new TT. Finally inserted the cheap stock phono cable, and the hum is nearly gone. Was using spendy phono cables bought separately prior. So what's the sitch here? Shielding? Cheaper = carrying less signal? I was using the ground wire with both (and tried without, twas worse). Glad the hum is gone, the sound is duller but removing the hum makes it almost worth it. Of course now I need the color back, but not the hum. 
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The problem is not so much the cables as the gain. The tremendous gain in a phono stage, from millivolts to volts, means any noise whatsoever is large relative to the weak cartridge signal. So the cable can be really well made, and one bit of oil or dust on the connector, any little thing, and you can get noise. Sometimes an incredible amount. I've heard radio station broadcasts you could make out the music! Then you touch something, poof! Gone. Sometimes never to return. Other times.... 

It may turn out that your "better" cable is indeed the culprit. I had one that had been used for years just fine develop a noise that took forever to track down to a weak solder joint inside the RCA plug. Unfortunately this is one of those things all you can do is try one thing after another until you either figure it out or give up and buy another cable.

I would start with what Keith Herron suggested to me, plain old alcohol on a clean cotton cloth. Because sometimes even contact cleaner/enhancers leave a film that can cause a problem.
Lack of shielding is a big thing in boutique interconnects. Not all, of course, but yes, that makes a big difference. This can add some capacitance, but with short runs and high impedance at the preamp this should be minimal.

Try out the DH Labs silver sonic line for a good shielded cable.
If you need it, you need it, but shielding closes down the sound.
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I am interested to hear any updates.
Facepalm: turns out the hum was due to my MC cartridge’s. MM has (almost) no hum. Bought a Vincent phono pre to try also, in case it was the Schilt. Nope, there’s something funky with my house wiring, grounding or whatnot the MC picks up, apparently. The cable I have now btw is a Pangea phono cable. I was using Zu’s & returning them. Wish I had figured this out sooner. Even hired an electrician to come out and check my panel & grounding. All was normal. @finleyville

I had the same problem for a long time, and tried many different arrangements without any luck.

After reading many forum posts, I found a recommendation for Blue Jean Cables LC-1 interconnects and gave them a try. Low capacitance, and double braid shielding. No more hum, EMI, RFI, nada! No lack of air or detail in my system either, just great sound and no more annoyances.

I also don't need to use any grounding wires either.

$38.75 for a 3 foot pair on Amazon.
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A phono cable shall have an additional GND wire with a spade, to connect to a screw on the Amp's side. Ordinary RCA to RCA may have the hum noise problem you say you have.
The extra GND wire is essential. 
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Actually the Blue Jeans Cable, LC-1 might not be the best choice for some phono cartridge to pre-amp input combinations. In some cases the total cable capacitance can affect the high frequency response of the combination. The LC-1 has less than 1/3 the capacitance of many common TT cables.
The Blue Jeans cables are a good value, but they can rob the music of some of its life.  They are a good option for turntable use because of their low capacitance.  Depending on the level of your turntable and system, you may find them a little "soft" and lacking some high end detail.  I've noticed that even more with their speaker cables.  For things where cables matter less, like a subwoofer, they are more than good enough.  I can't detect any noticeable difference between their digital coaxial cables and more expensive ones.  Their interconnects are OK, but you should notice better sound quality with better quality cables.

As others have mentioned, there could be an issue with the cable itself.  I had some very expensive Kimber Cables that I purchased second hand based on positive experience with some of their similar interconnects.  They were a fail with my turntable (bad hum).  I returned them and was told they were fine, other than a loose screw that held the shielding in place.  I replaced them with some Kimber Kable TAK-Cu cables (which were about 1/3 the price) and now everything sounds great with no hum.

Hi @big_greg that's interesting. I'm using their Canare (not Belden) option for both my Tannoy & Zu (speaker cables). The former bi-wired. Anyhoots so far so good. I'll try my Pangea phono cable again tmrw to do a better A/B other than just the BJs are quieter. I'm using many of their ICs now also, so many I'll be listing my others soon. 

Hi @speedskater  also interesting, I'll re-insert the Pangea and do a proper A/B. 
@scott_w  I should add a "YMMV" disclaimer.  Those observations are in my system, with my ears, and my listening preferences.  I've tried a lot of different cables and generally don't notice huge differences (if any) between better quality cables, but I do notice that when using entry level cables, they can make things sound worse than they could.
Well after re-inserting my Pangea phono cable this morn, it sounds better than the BJs and there's no hum. The only change I made was to my amp's (rebuilt Dynaco) power cord. Yesterday out of the blue it started blowing fuses, went through 2, and removed the Anticables cord with a nos western electric pc. So far so good. I wonder if the anti was adding hum? And/or doing something weird to the power, or ground? No blown fuses today, after 3 hrs of nonstop vinyl. 

ps thanks all for chiming in to help me.