The technically simple answer is no, it's not a problem.
This is based on the observation that SETs (unlike high-feedback amps) have enough output impedance to totally swamp the resistance of any reasonable wire. There may of course be more subtle effects that have as yet no known technical basis. :^)
I am old enough to have seen the broad consensus that 10 or 12-gauge solid core was the best speaker wire, followed by the emergence of multi-strand as superior, and then the extended fashion for small-gauge solid core, and of course silver vs copper vs graphite(!) vs tungsten ... so I take the more subtle effects with a grain of salt, even when I hear them myself.