I don't see it. Not unless the material it was next to could block,influence the electron halo around the wire. Magnetic streel or other wires can do this. So can static electricity. External forces such as RF could do it. Physical vibration might be able to. At least physical vibration impacts a crossover, but that is more than just wire.
I don't know. Everything is made up of atom's. Atom's have a neutron, proton and electrons. So yes, on some very fundamental level, the atoms in drywall and wood studs might collide with the electron halo in a wire. I don't know how you would fully prove this.
My personal observation is cable management behind a rack is more important. I see cables lying all over each other. In many systems that has had a very audible affect. If placing wires on a wall somehow maintains space between conductors, my belief is that the reduction in interactions between conductors far outweighs the influence possible dialectic interactions of wallboard would have.
I am actually curious why so few rack manufacturer have come up with a way to have posts/support extend from the columns of their racks to support wires and maintain spacing between conductors. Not only would that help reduce interference, it would also reduce stress on connection points.