Speakers, which are moving mechanical things, certainly can experience a "break in" period. Notice, also, that speakers wear out over time. And they wear out just where they break in.
But wire doesn't. It doesn't break in and it doesn't wear out (at least electrically).
Consider The String Of Pearls. That wire has been in continuous service since 1947, approaching fifty years. It doesn't carry just 20-20KHz, but almost 1MHz of bandwidth. It doesn't carry just the 35V or so that is typical on a speaker wire, but five thousand volts (to power the amplifiers all the way across the Atlantic). And it's not used just a few hours per day, but 24/7. It was, of course, the highest quality cable available... in 1947. It wasn't, I can assure you, made of oxygen-free copper (I have a picture of the wire being extruded and there's a gentleman standing right over it breathing on it). It wasn't encapsulated in epoxy damping material. It's "encapsulated" with Gutta Parcha. It wasn't encased with carbon fiber. It's "encased" with Jutte wrapping. And it doesn't sit upon a thick acrylic plinth supported by four adjustable feet, to insure stable 4-point contact and decouple the network from room borne resonance. No. It sits on the floor of the Atlantic ocean where it's been for almost fifty years. And it hasn't worn out yet.
Some types of capacitors do, by the way, undergo break in (which is usually characterized by a rapid decrease in capacitance), and do wear out. This is due to mechanical factors too. The dielectric deforms mechanically when exposed to the electrical field (this is how you make a pizoelectric buzzer like the annoying buzzer typically found in smoke alarms. Some tweater speakers use this phenomenom too.).
I talked earlier about filters for AC power lines. These filters, such as Mr. SteelDriver's, usually contain capacitors. Those capacitors are directly across the AC line and also from each leg of the line to ground. Such capacitors are exposed to the AC line 24/7 even when your equipment is switched off. And AC power lines have surges and spikes and other nasty stuff on them frequently. So, these capacitors are subject to a lot of abuse. If one of those capacitors between the line and ground (these are called "Y" capacitors) was to fail shorted, you could be electrocuted. And if one of the capacitors across the line (these are called "X" capacitors) was to fail shorted, it could start a fire. UL requires that such capacitors be special "safety rated" capacitors. You can spot these if you open your equipment up four ways: first, they're typically near the AC inlet. Second, they are physically quite large for the amount of capacitance they have. Third, they have all sorts of safety rating logos and insignia stamped all over them. And, fourth, they have a very glossy coating on them. That glossy coating is self-extinguishing so that if they do catch fire, they'll put themselves out. The dielectric used in these capacitors is a pizoelectric dielectric. It expands and contracts with every cycle of the 60Hz line. So, if some spike does manage to punch a small hole through the dielectric, this constant expand and contract cycling will actually heal that hole. It's called a "self-healing dielectric." These capacitors also have other internal design features that make if virtually impossible for them to fail shorted; they always fail open and without fire. When one of these capacitors self-heals from a punch-through event, it's sort of like breaking in all over again.
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