chrisr, Conductor material makes an audible difference, as anyone who actually works with cables knows - and now you know. Theoretically it doesn't, but in real world system building it does. Just wait until you start working with power cords, if you haven't already! Then you'll really face a conundrum!
Relative to the length of many connections in components the jumper is not very short. Why do you think component builders are always touting the short signal path? It's not just the length of the signal path, it's the quality of the signal path.
Now you will have people trying to talk you out of trusting what you heard, even though it was obvious. But, it's repeatable and all the theory in the world will not cause it to go away. :)