Since the high and low frequency drivers are completely different devices, each with its own sonic character, connecting them with different wire is of no concern.
I share the same opinion as with Eldartford. In my system the bass is entirely handled by the subwoofer with my mains producing only the midrange and high frequencies in high-passed configuration. In fact, I have 2 pairs of different interconnects(not speaker wires) that transmit the low frequency signals, a pair from preamp to subwoofer and another from sub to power amp.