Very simple, actually. For your standard data transfers, the cable doesn't really matter because error correction will guarantee that your data gets from one place to the other as it should. These would be your standard "control transfers", "interrupt transfers" and "bulk transfers". However, when using a DAC, you're using an "isochronous transfer". This particular transfer method sends the audio data in real time at a guaranteed fixed rate but is not subject to error correction (regardless of the integrity of the previous data, the following data will always come through) and more importantly, the data will be subject to timing jitters - and this is the thing that virtually all audio companies trying to pawn their snake oil products talk about - timing jitter. The crazy thing is, you can actually hear the difference. But don't take my word for it, if you have a Mojo, try using the cable that was bundled with it, and then switch to a Monoprice cable (or I suppose any other decent cable you might have on hand, but perhaps under a metre long) - if you don't hear any difference, then perhaps it's not worth pursuing any further. I only went down the road of spending big bucks on the Curious Cable after checking to see if anyone else shared this rather controversial experience (I myself never believed it) and through all the mockery and armchair scientist posts out there on the wild wild Web, I read some really positive experiences with the Curious Cable and man, I don't regret it for a second. I simply cannot use any other cable anymore and believe me, I've tried.
The Curious Cable is unfortunately very sensitive - the thickness of the cable and the fact that it's handmade means that if you shove the cable during use, it will disconnect and reconnect the Mojo, interrupting the audio. Not wanting to spend more money on exotic cables, I purchased a $60 Audioquest Cinnamon cable. This too had a noticeably different sound signature from your standard USB cable, but it was not one I particularly enjoyed. So I gave that cable away to another friend I had introduced to the world of DACs, and she too immediately recognised the difference when she paired the Audioquest with the FiiO E18. I figured that what must be making the difference here is the amount of silver content in the cable - after all, Audioquest differentiates their cables by the percentage of silver in them, and silver is a better conductor than the usual copper (again, this is all empirical evidence, utterly anecdotal and your mileage may vary - although silver IS a better conductor). My final purchase was a Pangea AG cable that I picked up for about $30 on Amazon. Sturdy cable, short, and as luck would have it, an agreeable sound signature. I used it for 6 months daily, then decided to pull out the Curious Cable again to see if I was hallucinating the difference, and holy shit, I was not - it sounds absolutely incredible, like the sound stage is well outside of my headphones (B&W P7).
Today, I've switched back to the Curious Cable permanently - even the occasional disconnect is worth putting up with. The thing is, out of all the exotic cables out there, it's actually relatively affordable (given that you're buying a Mojo, this is not too much to take a chance on), and there's really no way I can justify dumping $500+ on cables for a portable device, at least. Nevertheless, I embarked on this journey after accidentally plugging in a humble Monoprice cable instead of the bundled one to the audio port. I do wish there was more scientific data to explain why such a difference can occur (and trust me, with the Curious Cable, the difference is inexplicably dramatic compared to the Monoprice, Pangea and Audioquest cables), but I wouldn't have the faintest idea on how I could even conduct a scientific test. All I can say is that just like the Chord Mojo sounds dramatically different from standard DACs (this too comes down to the fact that the FPGA processor has insanely more processing power, precision and speed than your average DAC chip), I now believe the cable too can play a role in altering the sound of your media.