Because the person who made them didnt use shielded cable? Wait.. are you talking about home made cables or radio shack cables??? two totally difff things.

If you tear apart monster rca cable you will find one or more layers of foil, one(maybe two) layers of braded copper wire similiar to coaxial tv cable, and many many layers of plastic.

If you tear apart a good quality cat5 network cable you will find the same thing (two layrs of aluminum and one layer of braded copper) only instead of two or four conductor leads you will find 8 at the core of it... There are cheaper cat5 cables that use single layer aluminum and a very light braded aluminum shield but even that is better quality than most rca cables.

One important feature homemade signal cables may or may not have - Balanced terminations. If one side of the cable has a higher resistance than the other, the cable will be more prone to emi which is why you see a lot of high quality cables with special "balanced" conductor crap. Basicly you want to make sure you get a clean, permanent solder joint between the lead and the RCA plug.

And you can get RCA plugs at radio shack that are identical to the monster rca plugs except with no monster stickers...