Romex to your amp?

One of my good friends, a non-aphile, asked me an interesting question...
I was discussing with him why my new pc made a nice improvement in my SQ.
So he asked me this question:
Why not take the Romex all the way from the wall and connect it to the amp...instead of
using an after market pc? His logic was that the in-wall cable is Romex and therefore a straight run to the power amp would be better ( or at least as good) as a break at the wall plug and an after market pc to the amp. Does he have a point??