Btw: does anybody know what bad things actually happen if there is no metal cage that blocks all the radio?

Noise happens. Could be no problem, or it could hurt your wifi or mobile data connections, or maybe raise a neighbor’s ham radio noise floor. I saw this recently when setting up a pi to run BirdNet-Pi. The USB3 connection to an SSD caused enough noise in the 2.4GHz band that the onboard wifi radio could only connect on the 5GHz band.