EMC - conducted emissions - unused wires in cable - puzzling coupling
By connecting both ends of the cable, you are essentially coupling the differential signal. 
This can be roughly simulated:

Essentially what you see in the circuit is your setup. A differential communication bus strongly coupled to a wire and weakly coupled to the supply line. The simulation is run for two different setups (white and blue lines are open or shorted).


Open line: During the transition of the diffential signal, due to the high dV/dt, part of the signal is coupled through the parasitic capacitance and the result can be seen straight away in the supply voltage line.

Shorted line: In this case, during the transition, let's say the voltage at the pink cable starts to increase and the brown one's decrease. A strong coupling takes place between the pink and blue cables, and so does between the white and brown cable. Therefore, just a very small amount is coupled in the supply voltage line. 

V(power,gnd)
Green Line: Open Load
Red Line: Shorted Load

I(R8)
Red Line: Open Load
Pink Line: Shorted Load