The shielding probably isn't all that important. Can't hurt, though. Look at what shielding did for the transformer of the AI-1 interconnect, and it's Dreadnought cousins.
Why do none of the boutique cable manufacturers list the RCL values of their cables? RCL + noise = the "sonic signature" of a cable in a given system. There is no voodoo in cables, there are differences in R, C, or L, and there are differences in the noise of a cable. Yet nobody making cables wants to talk science. They want to talk voodoo.