Well, the wires inside the cabinet are only a few inches long, while cabling from the amplifier to the speaker may be 30 feet or more ... that distance makes a difference. Using 14 ga or 12 ga wire makes sense at these distances, the lower resistance helps the amplifier's damping factor keep the woofer under better control.
For example, 1 foot of 22 ga copper wire has 0.0165 ohms resistance, this might represent the internal wiring.
But if you used the same 22 ga wire to connect to an amplifier 20 feet away, now you are putting 0.33 ohms in series with the speaker. Using 12 ga wire for that same 20 foot length would be 0.033 ohms, TEN times lower resistance. So there is a technical reason to use heavier gauge wire to connect a speaker.
And 12 ga wire is pretty cheap- a 50 ft roll of it from Parts Express is $15.00 so we are not talking about anything fancy or huge in terms of cost or physical size.
If you wanted to go crazy, you could get 4/0 ( 0000 ga ) cable from Amazon at $10.49 per foot. 20 feet of 4/0 cable has a resistance of 0.001 ohms.... 30 times lower resistance than the 12 ga wire, but overkill really- $840 vs $15. (The $10.49 per foot cost is a single conductor, and you need TWO wires between each speaker and the amp, so a total of four 20 foot lengths.) It would certainly look impressive. And there are people out there who pay $15,000 for speaker wire....