All those examples you gave Kijanki are differential connections where the impedance in each leg is the same. EMI induces a current. The equal impedance means those equal and opposing currents generate equal and opposing voltages which cancel.
The op stated RCA which is not a differential connection. Ground and signal connections have different impedance hence the induced voltages from the equal and opposing currents do not cancel out.
Twisted pairs makes total sense in balanced audio connections. It will be better than non twisted for single endednbut coax is likely to be superior.