MajKangaroo,
Well Sir, guess I should-a opened this thread a day or two ago. I have the same exact cables on our coach, an '04 Itasca Horizon 36GD with the CAT C-7 330HP. What it appears on your cables is, someone's changed the "inner nuts" on them. Those are the wrong nuts for those posts on those cables. In the picture below, you'll see how they're supposed to look. The nuts are supposed to have a lower section that actually fits INSIDE that rubber surround that you're having your trouble with.
In other words, there is a round section to the nut that fits inside the rubber and, unless it's pride out of the cable end, it normally will not be removed when the cable(s) are removed for service or battery change. It's kind-a like having a washer welded to the bottom of the nut that is inside the rubber and spins while you're loosening or tightening the nut above.
Scott