I think the idea of Radio waves broadcast by the power cable and received by the circuitry inside the speaker could account for the difference. I wonder why some cables are much more affected by this than others. One reason that I like this theory is that it is very testable. You could take the crappiest cable you can find and try it with and without any shielding. You could just use some unsightly but effective shielding and cover the cable for testing.
I have to admit that my suspicions are that the differences in power cables are due psychology and not physics. But I think it deserves a thoughtful debate, and some testing.
I do wonder why hi-fi equipment is so affected by mysterious effects and no other appliance in my home is? I have a very sophisticated Epson 4800 ProStylus printer. I have never read about anyone getting better prints from using a different power cable. The same holds true for every other appliance that I have had the opportunity to work with both commercial and industrial. I do not dispute that appliance need to be shielded from RF, the government requires all such devices to pass tests and be certified before they can be sold.
Is it because of physics or psychology?