Back in the day, the FCC stated that an electrical device could not interfere
with other devices, for example, TV sets.
So Atari (and other manufacturers) had to keep RF down to a certain minimum.
The RF shielding was intended for that purpose.
I've personally never had any problems with Atari computers that I've modified
the RF shielding on. That would include my 800XL and my STacy.
Interestingly enough, on some models Atari actually sprayed an anti RF layer onto
the inside of the top cover (Mega STe, for example).