The inner conductor is often compressed-carbon impregnated, and any flexing will/may break the core.
What?
You're surely thinking of car spark plug leads, which use resistive carbon cores to reduce EMI emissions. But I've *never* seen CRT EHT leads with anything other than copper wire cores. Never, not once in 50 years of disassembling/repairing CRT systems. Including plenty of Tek 7000 scopes. Why on earth would anyone use resistive leads for DC voltages? Especially when regulating the voltage at the CRT is important to system calibration.
Typically EHT cables are either PVC or silicone insulated. With sometimes a rare teflon cable. The only thing to be careful of, when cleaning, is that very old PVC insulation may crack if flexed much. Also scope anode supplies often don't have bleed resistors, and can hold charge for many hours. ALWAYS short the anode connection to chassis ground before working around the EHT. (I have a very dead Tek 7104 due to forgetting this, and assuming the supply would have bled away after several hours. It hadn't.)
For cleaning the ionization gummy dirt that accumulates on cables and glass with a high electric fields, I don't find it necessary to use anything fancy. Plain old turps, on a wad of tissue held in your hand or forceps, works fine. On some types of PVC, kerosene works better. Wipe it dry with fresh tissue when finished.