I can understand your frustration. I have the same frustration. But I really look into proper science. You can fake low thd by inhibiting harmonics (blunted
I do agree with you that, even technically, cables "can" make a "difference". But it is mostly due to load sharing/impedance matching, which can be quite crucial for low impedance headphone/iems, especially ones with crossover. What it doesn't follow is better engineering = better sound. For example, Andromeda sounds bad with low oi and high oi and asks for a sweetspot of 1-2ohm oi. This is just matching and not engineering. If is engineered well it should sound better with low oi given other signal parameters are fixed. Also andro sucks anyway with regards to midrange ba anyway so I don't have any issue.
Regarding technically improving the sound. I personally haven't experienced any such thing yet. Headphones and DACs are more limiting than cable changes from what I understand. I keep myself open to it, however I am not sold on it. There are so many ways cable manufacturers trick people. Inverse polarity is one such example. Adding intentional crossfeed is another. I prefer signal accuracy so both of these jankies I don't buy into. Being able to actually conduct better transients? Technically not out of possibility but I personally haven't experienced anything of that sort.
The way I buy cable is - ergonomics, looks and build quality.