I don't think an audiophile approved SATA cable is necessary. Most players can be configured for memory play, I use FlacWavLoader + Foobar but there are other solutions that work just as well or better. Once the music files are loaded into memory the hard drive does nothing but hang out.
All my music files are stored on old fashioned spinning HDD's on the main computer networked to the CAPS. I can turn off the main computer and the CAPS just keeps playing because it has all the files in memory.