Unless your talking a pretty long signal run, like 100 foot plus, it really doesn't make much difference if your using balanced or unbalanced, XLR or 1/4th", or XLR adapted to balanced 1/4th".
I'm guessing your Axe and your audio interface are quite close to each other, same room likely, so isn't going to make much difference, unlike if your running from a stage to a mixing counsel in the middle of the arena 200 feet a way.
That said, the Axe has a great audio over usb ability with a built in interface which works great. With just a simple USB cable you can do lots of cool stuff like record not only the amped output, but also a DI track, pre-amp and effects, which then lets you do cool things like go back and reamp that track etc.
USB makes life so simple and yet lets you do so much.