XLR or RCA?

Bob, differential amplifier can suppress even order harmonics (associated with warm sound). Voltage of each output can be seen as:

Vp=a1*Vi+a2*(Vi^2)+a3*(Vi^3)+a4*(Vi^4)+a5*(Vi^5)+ .....

Vn=a1*(-Vi)+a2*(-Vi^2)+a3*(-Vi^3)+a4*(-Vi^4)+a5*(-Vi^5)+ ....

where "a2, a4 etc" are even order coefficients. Since polarity of the input signal will be always positive (always raised to even power) for even order harmonics they appear same on each output and will be removed (assuming identical gains).

Vp-Vn=2a1*Vi+2a3*Vi^3+2a5*Vi^5....

The other problem might appear when gains are not exactly even because it can convert common mode noise/interference into normal mode signal.

Other than locking, XLR does not have exposed pins (input side is always female). Touching end of RCA cable going to power amp can damage speakers. Power should be turned off, but mistakes happen, especially when people (audiophiles) keep plugging and unplugging things frequently.

Noise gets in by direct capacitive coupling or electromagnetic pickup. In case of capacitive coupling shield can be very effective. Electromagnetic pickup is a little more complex. Shield is made of aluminum or copper - a non magnetic material and cannot protect against electromagnetic waves, but because of skin effect induced noise currents flow on the outside of the cable - shield. Skin effect works at higher frequencies but at low frequencies cable becomes effective antenna when length of the cable approaches 1/10 of offending signal wavelength. It means that if your cable is very long it will pick-up all sorts of electromagnetic interference in spite of shield. Balanced cable not only allows to reject common mode noise by being balanced but also by twisted wires inside - very effective against noise pickup (capacitive or electromagnetic) by exposing both wires to fields evenly causing same noise currents in both conductors producing cancellation. Keeping cables short is extremely important. My IC is 0.5m XLR.

Yes, XLR is more resistant to noise. Shielding plays bigger role in RCA since XLR has inherent noise rejection by usage of twisted pair. Materials still plays role (capacitance, dielectric absorption, metal purity etc.)

On the other hand XLR often requires additional stage to "make" inverted signal. In electrically quiet place RCA can sound better IMHO (but I still like locking connectors). It is also application depended, as you stated. XLR has shield grounded on both ends creating possibility of ground loops in some systems. Also XLR is most likely more expensive - why to spend extra money if you cannot hear the difference?