Gearhead has already covered most of it, but another point is thinner cable tends to have more self noise. As you move the cable around, it can generate noise which the amp then amplifies. Thankfully also less of a problem because you have an inbuilt preamp. ?
Durability - a lot of the bulk of an instrument cable is the rubbery jacket, which helps protect the cable against damage from stage use (being coiled repeatedly and trodden on in use).
There is one cable you should look into though - George L's (
http://www.georgels.com) cable is very thin, very high quality and low capacitance. It uses special solderless connections, which are also relatively lightweight and can be removed, a section of bad cable removed and connectors reattached - all without needing special tools (very handy for a wandering minstrel, I would think). A lot of guys use it for shorter patch cables, but they also make instrument length cables. I've long been a sceptic over it's durability as a stage cable because of the thinness (I'm also old-school enough to insist on soldered connections for durability), but it's very high quality and if it's taken care of, it's probably the best thing for your application.