As far as sonic effects of inductance and Skin effect is concern, there are alot of debate about this issue that will make your head to spin. But how about effect of above issues theoretically-such as phase shift and Group (frequency) Delay distortion?

Here is sample picture of an audio wave:



As one can see, these type of signals have alot of [upper frequency] harmonics, accompanied with lower frequency. The question is since higher frequency(s) will be more subject to cable's Inductance* and Skin effects*, then wouldn't that cause the higher frequency to shift/attenuate more from its original place on the signal (as compared with lower frequency) causing distortion or signal deformation?

Shouldn't we look for cables [beyond zip cord] that will address these issues also such as twisted cables (inductance), and make cable insulated strands less than 20 gauge size (skin effect)?
Or should we say that since these effects are not audible, then it should be ignored?

*Inductance:cable inductance is frequency dependable. Its effect will be higher as frequency increases causing higher frequency to attenuate and shift more than lower frequency(s).
*Skin Effect:This is also frequency dependable. As frequency increases, it will occupy less [area] space in a conductor causing higher frequency to be more subject to cable's resistance than lower frequency are.