Not a matter of better or worse but the shield is coupled to signal ground at one or both ends. It may complicate things in this case, so it worth testing.
Have you used the mains tester plug yet? Although it wouldn’t be the first time ground and neutral have been reversed, (neutral also runs to ground after all and so it technically can go unnoticed) the fact you had the problem before at another address suggests something else. Naim and that specific Yamaha may just not like each other. I recall a thread where a user with an exotic phono stage had this problem and they changed phono stage eventually.
The shield is connected to the chassis ground. Thus if there is a voltage on the chassis of your double insulated device (often this is the case), then the shield of the interconnect is passing that voltage to the ground of the Naim. The Naim will not like this!
If you use an unshielded interconnect then you are not connecting chassis grounds together.