FWIW (and I know I didn't mention this) the cable I was originally using for the 6040 CNC router is a "double shielded" one which I bought in the past specifically for EMI reasons, but it wasn't immune to the pilot arc ignition.

I haven't tested it to see how good the shielding is but I haven't had any EMI-related disconnections since switching to that cable. (Other than the plasma cutter ones).