It, like any other mobile device, computer, etc. is most definitely shielded. It couldn't pass government RF standards without it. It's more a matter of
how much shielding. It's little different than the glass covering the display in that, no matter how tough you make the glass, if you whack it hard enough it's still going to break.
Now, I don't know whether the effect you're seeing is actually due to electromagnetic interference - correlation is not necessarily proof of causality. But your theory is at least plausible.
Back when I was working at radio stations, in a galaxy far far away, back in the days when we still spun black vinyl disks and CDs rather than storing it all on hard drives...
We had made the audiophile choice to switch out the phono cartridges typically used in broadcasting in favor of a brand that is highly regarded by audiophiles for its open, transparent sound. We also had a few professional CD players arranged on a shelf about 18 inches above the turntables. We quickly noticed that our black vinyl playbacks had begun to include a whole lot of hum... a whole lot of hum... a whole lot of hum... (it wasn't a Whole Lot of Love). Power-off the CD players and the hum disappeared. Hmmm....
Old audio engineer's joke: Why does that equipment hum? Because it doesn't know the words!
We then learned from the cartridge's designer that the open/transparent sound was in part achieved by eliminating the mu-metal (magnetic) shielding from the body of the cartridge (
https://en.wikipedia.org/wiki/Mu-metal - there's even a mention in the Wikipedia article about mu-metal's use in phono cartridges).
The politics of the situation being what it was, we couldn't go back to those hum-free, lower-fi cartridges - we had to make the audiophile solution work. Further, CDs accounted for most of our airplay by then; they had to stay powered on. Reconfiguring the control room would have been quite costly. My fix? Install an electromagnetic shield between the CD players and the turntables - we affixed a roughly 18-inch by 4-foot sheet of mu-metal to the underside of the shelf. Fortunately, that did the trick.
Even that wasn't cheap - it was just cheaper and easier than the alternatives. We had to buy a huge (maybe 4-foot by 8-foot) sheet of the stuff (not cheap to ship), and had to find a metalworking shop with low-temperature cutting tools (I think it was a water-jet cutter) to fashion it to size - the heat generated by cutting with a conventional saw would have damaged its shielding properties.
In the end, eliminating a few square inches of mu-metal from the cartridges required a roughly 1,000 square inch solution. And so it goes!
