Hmm - perhaps I am missing something but the statement:
"It still acts as a regular cable though, basically an antenna. " - I am not sure is correct once you connect signal to ground. I believe all the energy on the input should be draining to ground at that point.
I just ran this same test (turns out I also created shorting plugs this way once way back when) with an admittedly quiet solid state phono preamp, and with an wifi router right next to the cut wire ends. When the signal wire was not connected to ground wire, I was picking up all kinds of noise from the router through the phono stage - move the wire further away from the router, the noise got quieter.
When I twisted the wires together - absolute silence - nothing, with the wires resting on the router, not even the usual phono stage ocean noise at max volume on the amp.
I wonder if your ground connection on your input RCAs (internally) are not connected (in which case, the shorting plugs would definitely act like an antenna). I suspect the EAR connects all grounds to a single point from the PCB to the case. Is that connection still good?