Back in the days where swords and knives were the weapons of choice, a shield was an awfully effective way of staying alive. It protected you from getting skewered by someone's sword.
Today, shields protect us from all sorts of different things: windshield, sunshield, faceshield, and RF shield.
Our cables are shielded, at least the low level ones like interconnects. Our higher level ones, like speaker cables are not. The line we draw between shielded and unshielded relates to the signal level. In an interconnect where we might have mere millivolts of signal, protection from radio frequencies, hash, and noise generated in our modern environments is essential if we don't want to hear buzzes, snaps, crackles, and pops. In a speaker cable where signal levels are measured in volts, we really don't care if a few hundredths of a volt gets injected.
We don't care because we can't hear the noise.
Years ago I had the idea of seeing what would happen if we shielded the speaker cables. Why? Because I am obsessive and...an audiophile.
To make my experiment I wrapped my speaker cables in foil and tied the transmitting end of the cable to the power amplifier's ground.
I was shocked (no, not by the amp... :) at what I heard.
Suddenly, the soundstage collapsed. WTF? Removing the ground connection helped but didn't alleviate the problem. Only be fully removing the ground and the surrounding foil was I able to open back up the soundstage and return to enjoying it.
Not everything in our systems needs protection from shielding.
Some elements need protection from bad ideas.