I've noticed the same thing with the DNM cable and you can replicate the same effect with thin bell wire - light bass.
I notice the same effect with LS1 on wide bandwidth speaker systems and this also has higher than average resistance - average being the standard issue stranded stuff from Linn/Naim/Rega/QED etc.
Tests have shown that the high inductance of DNM can cause HF roll-off of around 1db up at 18-20khz. This gives the DNM its hallmark mid forward 'clean' sound with good vocal projection, but lacking a little bottom end weight and top end air.