Especially gold plated like in the meme. Solid gold isn't really worth it, but gold plated means a thin layer of gold at the point of contact. Less corrosion at the point of contact, a better electrical connection, fewer sound issues.

The problem is when they start selling digital cables that cost 10x as much and use exotic materials. First of all, digital has error compensation built into the protocols so even if one bit gets flipped occasionally, the numbers still add up and exactly the same data gets through. Second, as long as the cable follows the standard (say HDMI) even the cheapest cable will be indistinguishable from a really expensive one.