It’s safer to be shielded....just like being vacinnated......or a condom, except you only have to do it once.
Non-shielded, POTENTIALLY more problematic and can be for real and easily heard (or not so easily even in other cases) as I related above. YMMV. It all depends. Like radio reception. Like most things.
I am very proud of my $30 mu metal foil shielding solution for my phono section. Allows me to use the DNMs which I strongly recommend. I think I will brag about it here until no end now like some...or one...we all know who I’m talking about? Oh wait, I did it 10 years ago..........is it too late?