Picking up on your last paragraph, I'd say you are probably just hearing things in this case. (Which doesn't mean you're crazy, by the way. Tests show that humans have a tendency to hear differences even when none exist.) There probably are some really bad cables out there that actually make a muck of things, though I suspect badly designed transports and DACs are more likely the culprit, if indeed there is a culprit. But audio is simply not a data-intensive application, so getting it right is close to trivial for engineers who know what they're doing.