If you spend enough money on cables ($1000's) then you WILL hear a difference - it is quite simple - that is how it works. Doctors call this a placebo effect. You can look up the "expectancy effect" on wiki.
Another explanation is that some systems are faulty enough that simply unplugging a cable or disconnecting same can cause a change in response. The ground loop is a common example of this - many systems suffer from ground loops and disconnecting a cable and connecting another may have marked differences.
Finally, some cables are designed to act as filters and may have active components in a box that forms part of the cable - these will indeed make a significant difference to the sound - so would an EQ.
Another explanation is that some systems are faulty enough that simply unplugging a cable or disconnecting same can cause a change in response. The ground loop is a common example of this - many systems suffer from ground loops and disconnecting a cable and connecting another may have marked differences.
Finally, some cables are designed to act as filters and may have active components in a box that forms part of the cable - these will indeed make a significant difference to the sound - so would an EQ.