It has been discussed quite a bit.
Cables definitely can sound different, the clear evidence of the difference is based on their resistance (and to me it also reveals the limitations of the source, I was really surprised that with the battery-poweed E1DA, using IEMatch did not make a noticeable difference, while with weaker sources - the difference is very noticeable).
Other than resistance, there is nothing else demonstrated, while there are now plenty good measurement rigs out there, and fine tip and modding differences get clearly documented.
The power of mind can also be strong, when I decided that blue cables should be the best (I really like blue colour), they indeed sounded best to me, still do.
Also the comfort of thicker soft cables that can be used without plastic ear guides really helps with my comfort and secure fit, so I got quite a few cables, and sometimes enjoy swapping them for aesthetics and fun