The short answer is NO. If it is truly an extension cable they SHOULD be straight through, pin for pin. Watch out though, some parallel extension cables don't pass all 25 wires from one end to the other. Most do, but some don't. The ones that don't usually start dropping the extra ground pins (D-Sub pins 18-25) which may result in more crosstalk/interference on your controller signals. Also, make sure that you get the proper D-sub ends for your setup M-M, F-F, M-F so that you don't have to fiddle with a gender changer. Gender changers have their uses, but they introduce another failure/troubleshooting point and they can/do alter the electrical signals (usually not in a good way).
Before using an unknown cable, even a new one, I usually check the pins with a multimeter/continuity checker to make sure it's properly pinned for what I want to do. And yes, I have purchased brand new cables in sealed retail packages that were not what they claimed to be on the labels. Before wasting countless hours trying to make something work or cooking your interfaces take a few minutes to verify the cable pinouts.
The less cables and gender changers you have connected together the better off you'll be. One long, properly shielded cable is preferable to several cables cobbled together.
HTH,
HayTay
Don't be the one that stands in the way of your success!