@Suppa92 I found the video you shared to cover the differences between balanced amplifiers and unbalanced amplifiers, the necessity of which was not discussed. The simplified schematics are a bit misleading. The inverting terminal of an unbalanced amp is not directly connected to ground, and RF noise is still injected into the + and - pins no matter what RCA cables one uses. RF rejection is strongly related to symmetry of the circuitry, especially at the IC level. Noise enters in the power supply cables and headphone cables also, not just the amplifier inputs!
But this is overthinking.
In most unbalanced setups for headphone equipment, no, there is no difference between coax and twisted RCA interconnects. Noise mitigation is possible in setups with large amounts of RF noise, however, induced RF noise is rarely correlated to the RCA input cables in headphone amp/DACs due to the use of low gain and short cable runs. Balanced XLR / TRS inputs are preferred in amplifier systems with long cable runs and/or high gain (speakers). Again, there are numerous entry points for RF noise in an amplifier: Headphone cable, power supply cable, interconnects, traces on the PCB, non-symmetry of circuitry and IC feedback.
Despite all of these considerations, the video has a spark of truth. A twisted RCA cable may achieve greater RF symmetry for a balanced input.
We use coax style RCA cables.