They are not RF tight, they are plastic. NEMA is an environmental spec. You don't need to shield the RF transformer inside, although it is a toroid and somewhat self shielding. This is a common box used by many commercial RF transformer mfrs. They used to be about $7 but have gone up in price.
An EFHW with a 49:1 or 64:1 transformer is easy to make and I can post links to instructions. A single FT-240-43 core that will handle up to about 400W SSB is $10. A nice NEMA box from Home Depot is about $7. The connector, capacitor and wire don't cost much and its a great project that works really well.