Sounds like an inadequate source or some more experimenting with fit and tips would be a good idea. But cable? Seriously?
Shure: "Hey, let's use a bad cable for the demo pair on the Hongkong hifi fair, because, you know, it's not important to impress at all."
How does a cable improve over time?
Sonically, we don't know. Physically, resistance of the cable will build up with time as it tarnishes. But increased resistance would actually make the Shures sound worse from what Nabil said :p