The characteristic impedance of a cable is distributed and depends on things like the spatial relation of the connector to the shielding, other internal conduct

The characteristic impedance of a cable is distributed and depends on things like the spatial relation of the connector to the shielding, other internal conductors, and what the cable insulator is made of. Changes in these parameters result in local impedance changes, when electrical signals propagate down and reach changes in impedance, it cause reflections which show up as noise and loss. The more abrupt and large the impedance change is, the more extreme the reflections will be. Connectors are basically a hotspot for changes in the physical dimensions of the cable as it connects to a receptacle. Higher frequencies are more sensitive to changes in the physical geometry because of their smaller wavelength. Most decent BNC connectors will work up until a few GHz, most SMA up between 10 and 20 GHz. N connectors work up to almost 30 GHz.