I know, it was a rhetorical question

That is what I am not so sure about. I would be very surprised if that were the case since most (all?) headphones cables are at least partially shielded, so I would assume that it is actually the shield that is used as an antenna and not the core. It is easier than it sounds, with some HF filtering. Which is why I find it strange that different cables should give different results. Maybe the key is the "active" part: the power cable to your speakers adds some extra length.