The correct practice is to establish a solid mechanical connection before applying solder. In this way the wire is in direct contact with the connector's metal and the solder is used to ensure the connection remains intact. Signal isn't affected if this is done properly.
Expensive cables/connector and solder
Why there is so much intest about buying expensive cables/connector made of exotic materials if the end wires are thinned? I understand that the solder used in most applications is 60-40 lead-tin or so. Then is the conductivity of the solder as good as the copper or whatever exotic material is used to make the cable/connector?