It's difficult to grasp that a ferrit choke outside of a coax will magneticly (RF are electro magnetic waves) have an effect thru the metallic shield to another metallic object (the innerlead) on the other side of the shield. How do screen boxes work that are supposed to screen out interfering RF from the outside.
It is simple.
Non-magnetic shielding materials only shield by having an equal-but-opposite current flowing. No current, no shielding effect. A Faraday cage works by allowing induced currents in a surface that cancel out the magnetic field that induced them. You can see this at near-DC frequencies in superconductors as magnetic levitation. When you bring a magnet near the superconductor, the magnetic field of the magnet induces a current in the surface of the superconductor, which has its own magnetic field that is equal and opposite. The magnet levitates, but no magnetic field is seen on the opposite side of the superconductor, because magnetic the fields of the permanent magnet and the induced current in the superconductor are exactly equal but opposite and cancel each other out. The superconductor shields the magnetic field while levitating the permanent magnet.
It is easy to create a current in the center conductor of coax that doesn't have an equal-but-opposite current flowing in the shield. Whenever you do so, the coax will radiate RF, even if neither end if the outer conductor is directly connected to anything. If you were to cut the outer braid of a 108" piece of coax at 1" intervals so that they were electrically disconnected, the center conductor would make an excellent CB antenna. The shielding would be completely ineffective, because no 27MHz currents could flow in it.