I did wonder. Some of those optical cables do need quite a bit of pushing in. I've had exactly this issue with an SB3. However, some are flimsier than others, which might be one reason for paying slightly more.
Despite everything, I personally don't think there is any significant audible difference between expensive optical cables, cheap ones, and similarly for digital coaxial cables, providing the lengths are fairly short, and they are not totally rubbish. That doesn't mean that if I had a clear impression that there was an audible difference I wouldn't admit it, but it's very hard to be sure with self administered tests, particularly when one has spent money on an expensive "solution". No-one really wants to admit that the expensive kit doesn't make a difference if they've already bought it, and only a few suppliers will let you try.
Stan's optical cable seems reasonably priced, and may be a good compromise for those who feel the need for quality versus eBay or other cheapies.