Regardless of whether the box provides MTS stereo over coax (it does!), you will get better quality by using the RCA connections.
I ran about 60 feet of category 5 (ethernet cable) between den and bedroom with a standard 8-pin ethernet jack on the wallplate at each end (long ago swapped everything for the modular wallplates). I then made up two patch cables with one end as a standard ethernet connector and the other end as RCA connectors on each pair (one is left over). Works like a champ, and if I ever decide I need ethernet between those two locations, just swap the patch cables. The single unshielded twisted pair cable was a heck of a lot easier to get there than anything else I could think of.
I think (don't hold me to this, I haven't done the research yet) that all the outer edges of the RCA connectors are ground (bonded together), so I could probably get by with four actual wires for the three RCA connections, leaving five available for other uses - ethernet for example uses only four wires so with some creative crimping and multiple plugs at each end there are more possibilities - or there'd be enough left for an S-video connection as well. Or two devices fed from one room to the other.