Noise on speaker cables can be amplified -- it depends upon the feedback circuit and output stage topology. But, at power-line frequencies of 50~120 Hz or so, feedback is working just fine and the effective output impedance is so small as to preclude any but pathological cases rarely seen in the home. In the pro world, it happens more often than we'd like, typically smaller venues that run a single small trench through which power, mic, line, and speaker cables get bundled together from back to front of the house (venue, building). The coupling mechanism is primarily inductive, not capacitive, as pointed out above.
At RF, the output impedance is usually high, and you hope the amp designer has included proper RFI suppression at the output and/or feedback circuit to prevent RFI demodulation and amplification back to the speakers.
IME/IMO - Don