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From: Who says "Nothing is impossible" ? I've been doing nothing for years.
Most often the difference between say an 8mm wire and a 9mm wire fron the same manufacturer is just the insulation is thicker, the wire itself inside is the same. Absolutely no gain whatsoever in performance.
The thicker wires are used in racing and street applications because they provide more protection from hot parts and provide better protection for abrasion.
Now I did say "most of the time" but not always as some wires may have some kind of extra material around the inner wire for EMI/RFI suppression.