All parts of the signal chain have a characteristic impedance. If you look, you'll find that BNC connectors are available in 50 Ohm and 75 Ohm versions. The impedance of the connector matters, you see. And you can't correct the impedance of an RCA connector by putting a BNC adaptor onto it.
For A LOT of information on this, here's some reading: [Link: bluejeanscable.com]
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