The whole is the sum of the parts, I can't see using a $4000+ cartridge on a $5000+ tone arm and then use $5 head shell wires. You end up with an obvious weak link.
To directly answer your question yes, I think so. But then I'm using Ortofon silver head shell wires on a Lyra Kleos SL mounted on a Ekos 2 tone arm with a Linn LP12 deck.
Having said that I don't usually go in for exotic wires, I use plain 10 gauge copper wire for my speakers.
I think it's more important that the connectors are clean and making good contact.