Not picking on you
@Ryokan but our experiences can easily be misleading and unless the experience was based on solid assessment it may not reflect reality.
I was using a Chord Mojo over the weekend with a set of DCA Aeon Noire which I usually use with one of two cables one with a 1/4 inch plug and the other with a 4.4mm plug.
I have a ddhifi 4.4mm to dual 3.5mm adapter specifically designed for the Mojo but on this occasion I pulled out the DCA factory cable that has a 3.5mm plug with a screw on 1/4 inch adapter and used that for about an hour, obviously no adapter needed.
I later swapped to the different brand 4.4mm cable and the adapter and instantly noticed that the music was much softer feeling with less sparkle in the treble and a generally less engaging feeling.
If I was a typical “audiophile” I could have accepted that experience as proof that all these little things matter but I didn’t believe that was the case so I dug deeper. Turns out after restarting the track and assessing again and went back and forth between the cables/adapter, my initial impression was completely faulty and the difference cables and adapter sounded identical.
I have previously set up a test with a series of adapters between different terminations so that there were something like 6 or 7 adapter connections, also didn’t make any audible difference.
As
@2leftears pointed out the short adapter cable has no more contact points than a small one piece adapter there is simply wire in between them rather than a metal strip.
You may have heard a legitimate difference but likely only if the adapter was faulty in some way. I had a cable that had a short due to a small blob of excess solder on one of the close spaced soldering points on the 4.4mm plug. Fine at low volume but would short at higher loads and current requirements in the very low impedance headphones. I pulled the outer barrel off the plug along with the heat shrink and with some magnification saw the imperfection. I cut the excess solder off, replaced the heat shrink, screwed the barrel back on and problem solved.
Sideline related point. People often dislike adapters claiming the mechanical connection points will degrade sound. However, they don’t seem to stop to consider that a typical cable has 7 or 8 mechanical contact points already (single ended and balanced respectively) and if you have a look at the contact points they are sometimes less the substantial and robust. The centre pin on the IEM end of an MMCX for example is tiny with a very small contact area.