Burn in period

RCA cables are directional if they are designed with shielding connected to ground on one end. Usually that would be your source/signal originating end.

Cable break in is real. I have experienced it with interconnects, power cords and speaker cables.
There are multiple reasons why you wouldn’t hear any difference. In example…you are using stock power cords, interconnects or speaker cables made with standard inferior wire and terminated with crappy connectors. Or your system or a given component is not sensitive to cable changes, or your system is not resolving to let you hear it, or you just simply can’t hear it. It’s like some people are able to smell their piss stinks after eating asparagus while others can’t detect it. Doesn’t mean it’s not a real phenomenon if you can’t detect it. 
 

jasonbourne do you like asparagus?

"the ears" might, mind don't. Either you hear it or you don't. It's not an art it's training, like anything else. Knowing how to fix what's wrong with the sound in a system, that's an art. Cables do matter, especially bad ones. How they are handled and constructed, is night and day. It's strange how two simular cables can be assembled by two different people and sound so different.

What is in that cable matters, and the terminal ends are the most important of all. More so than the cable, then how they are joined.. If you can't hear the difference, save your money. Best thing to do. 

I learned with aluminum cable and copper clad. I went from there about 25-30 years ago. A buddy drove me nuts with a system 1000 miles away, come to find out that is what he used for speaker cable. Like throwing a blanket over 10k speakers.

# 12 copper Romex sounded a LOT better as he found out one night while on the phone.

Why would wire be directional when AC moves back and forth? 

It's not the signal, it's the medium. E.g. the crystal orientation in copper.

Why would wire be directional when AC moves back and forth?

First of all… hearing is subjective so of course the ear can be fooled.  

Second of all, wires and electronics do need a period to get warmed up. Electricity flowing through wires is no difference.  Just use your ears and you can hear a difference over time.

Finally, No one says it is the most important aspect, and the gear will have a much greater impact. So just spend reasonably and don’t blow your budget.  There are no absolutes and just have fun.