While it does not sound logical that the last part of a run would make a difference… well, it does. This is similar to many things in high end audio.
There is a great video, I think from the founder of Shunyata that explains why the electrical system is not like a garden hose… but a lake. There are a number of pretty good explanations around.
Most compelling proof is plugging a high end cord or putting in a direct line and having your system sound shockingly better. You quickly abandon intuition and go with what you hear and then look for reasons… or not.