It is possibly an old school thing, lets face it, just about every electrical do dad is shielded these days so the chance of picking up EMF is low.
Also, most pups are shielded so this eliminates another possible source.
However, it is probably a good idea to shield regardless.

I would be surprised, (but given the crap F&G make these days I shouldnt be) if the Strat doesn't have shielding under the pick guard and the LP wasn't shielded with paint..