It's due to impedance, use lower gauge(thicker) wire and you should be fine.
what's the distance? and like noob asked, what's the source, an avrs 1/4" jack on the front? a tv?
Ive wondered about the shielding, it's not a low level signal like between components or microphone. I like quadrapole wiring, I've put 500mG smps on the headphone cable for my el8s(balanced star quad) and noticed no difference in sound quality, so the wire geometry does reject emi well, same with rfi.