The best difference it makes for me is the lighting patch cables are not taken for audio use, and visa versa... I ordered all my DMX in purple, so it's VERY distinct. This makes trouble shooting, or patching a lot easier than following 2 black mic cables, one audio and one dmx.... As others have said it's a minimal cost difference to use the "correct stuff". Also I've found using a termintor is not needed unless it's needed - if that makes sense... If your fixtures are behaving without termination then don't bother. If they are erratic, then terminate.
I'll also throw one out to the "no dmx on audio lines" guys... 9 times out of 10, I run the lighting sends, up my audio snake (250ft), before it hits the opto splitter. Yes the 10th time, it makes noise on the audio, but for the most part it works like a charm... when it doesn't I run 2 x 100ft dmx lines...but that's rare...