Amazingly enough I actually have some understanding of skin depth
I usually hate doing this, but know that amazingly enough I have a PhD in EE and I
think I know a little about Mr. Maxwell and his gang of merry men, together with some other things in solid state physics. Over 100 peer reviewed published papers, academy membership in Europe, teached all over the world. Then I gave up some 30 years ago and entered the corporate world, for no other reason than money, now happily waiting to retire in a few years. Does this make me an audio forum "Technical Expert"? Nope, and honestly I couldn't care less about such tags.
Now, for those saying that "materials like copper or aluminum have virtually no effect on low-frequency magnetic fields" here's an example. Attached is a photo of my self made precision x1000 low noise (0.35nV/rtHz) JFET based measurement preamp. Guess why it is shielded in half an inch of aluminum? If you don't, the second attachment will clarify it. As you can see, the (input shorted) 60Hz component is at -105dB at the amplifier output. Subtract the 60dB of gain and you'll get an equivalent of 6nV at the input. The third harmonic at 180Hz is easier to shield, since the skin depth goes down with SQRT(f) so the input equivalent is around 1nV.
That's pretty good for a chunk of aluminum, isn't it? BTW, shielding the same in a 1/16" aluminum sheet case provides virtually zero magnetic shielding and the 60Hz harmonics are visible up to 100KHz as an annoying "grass".
Of course, this is an extreme case, definitely not relevant for your home audio setup, but then you'll be surprised how many expensive MC head amps have improper shielding resulting at least in annoying hum.
And another BTW, you will notice at the left side of the shielded enclusure a chunk of blue really good shielded audio cable. It's about 7mm thick and in this case it is terminated with a BNC. Any coax will collect a huge amount (at this scale) of hum through magnetic induction. Not this one. The right side SME terminated cable is RG316 coax, since at the output level any magnetic fields effects can be safely ignored.
P.S. For the sake of completness, I'm attaching the results for a same length (1ft.) piece of (good quality Belken) RG6 cable, terminated in short. I kept the top reference at the same (-105dB) for easy comparison (although the 60Hz component is now off scale). Look at the levels of 60Hz odd harmonics up to the 9th and compare with the previous result for the good audio shielded cable. I can't think of a better proof that coax cable at audio frequencies is far from ideal.