Almost ANY mic cable will pass audio satisfactorily - but when you start transmitting MIDI, you're dealing with a SQUARE wave, which takes TEN TIMES the bandwidth to properly transmit as its highest frequency - otherwise, leading and trailing edges of the pulses get rounded off. When this reaches a point where the slope of the rising and falling edges of MIDI pulses aren't steep enough to reliably trigger the pulse input of your MIDI device, you get errors. At that point, what you send is NOT what you recieve.
Decent MIDI cables are built with very low capacitance cable, so that the inter-electrode capacitance of the wire doesn't round off the edges of the MIDI pulses. Normal mic cable, since it is expected to be used as a low impedance transmission line, doesn't pay as close attention to cable capacitance and is typically around 30 to 75 picofarads per foot. MIDI cable, as is 110 ohm DIGITAL (AES) cable, typically has below 12 picofarads per foot, and sometimes as low as 7 or 8.
This makes a HUGE difference in how far you can run these cables before the capacitance takes its toll on pulse shape. A commercially made MIDI cable can go about 20 feet before you're asking for problems, so if you use a mic cable with 7 times the capacitance, you will probably get about 3 feet before you encounter the same problems.
If DMX uses special XLR cables for their lighting protocol, they most likely are using low capacitance cable. If you used such a cable for audio, assuming it's shielded, the only possible difference you might hear is an increase in treble response since most balanced line connectors on gear today are NOT low impedance, just balanced. (maybe)
So, your idea of using XLR cables for MIDI might work IF, and I mean IF, the DMX cables are really low capacitance and you use only that type cable. But the most sensible thing to do, as brought up earlier, is to get MIDI connectors and the CORRECT cable and wire it up to avoid confusion.
Hope all that made some sense - cable ain't always cable... Steve