You should laugh IF they suggest something [CAT5 or something else] without trying it out first. Then it defies logic (if you can call it that). BUT, if they have tried it out and they FEEL that it makes a difference then there is no reason to laugh because in their mind (or in reality) it has worked and there's no telling otherwise unless you try it out yourself and it does not work for you. And even if it does not, there are too many variables that one can blame it on.
24AWG in my mind is too thick. And why do you need shielding?
Actually, 24AWG is thinner than 17 AWG. Bigger the no, thinner is the wire.