First of all, there is no such thing as “DMX 512 Cable”. Some cables meet DMX 512 cable requirements in terms of capacitance and impedance. Generally, any Cat 5 or EIA485 will do. Basically, you can use your computer Ethernet/LAN cable for DMX (but you know… don’t…).
DMX 512 Cable should be shielded twisted pair with the characteristic impedance of 120 Ohms. Shielded cables are good practice (especially if there are power cables nearby), but in most cases, they are not a requirement because twisted pair design is good at noise rejection.
So I should never use a standard microphone cable?
Well... Yes... and No...
You can try to use microphone cable, and in "most" cases, it will work... probably. However, longer the cable, the fewer chances it will work correctly. For a small number of DMX devices, on short distances, with consoles that don't have a full DMX refresh rate, you can probably work with standard 3pin XLR with microphone cable...