Why the wall side only?
- This is refered to s a "Floating Shield"
- it will "wick away" any EM/RFI noise to the ground pin - to earth
- connecting it a both ends may allow EM/RFI into the components circuitry - not good
This is a common technique that can be applied to any cable (i.e. interconnct, mains and speaker cables), PROVIDED the cable has a shield as well as a neutral and signal wire.
Regards - Steve
Regards