I have no expertise on this but I have been told by friends that the main reasons for this phenomena are twofold:
1. RFI - the connecting wires and power cord act as an antenna, putting out and receiving radio frequencies which color or cause artifacts.
2. There is a "back wave" where the wire meets any resistance, which interferes with the signal.
These are supposedly true for AC lines and high or low signal carrying lines. Using these premises, I have found that anytime I remove extra lines, cover lines with RFI damping material (believe it or not, cotton is incredible in its properties for this) or separate the lines, I get greatly improved and cleaner sound.