The majority of the hf noise comes from the ignition system and much of it is induced (cross talk).

Because it is a high frequency it flows readily through capacitance (including stray capacitance)and is impeded by inductance (standard cables). Therefore the standard cables in our cars (don't care how big it is) are a high impedance to these high frequency currents.

Therefore the cable going to the battery is a LC filter and the battery is a big DC sink so the battery terminals are the cleanest battery signal you will find.

A shield in a shielded cable has a low impedance because of the coax effect - in a coax the inductance is nullified so it is a good conductor of high frequency.

At a couple of megahertz, would you believe that the electrons fly off the cable rather easily instead of flowing through it? Take a cable with 2 megahertz current going through it and give it a 90 degree bend - the impedance of the cable goes up a lot!.

It was very easy to prove when I was doing transfer impedance testing of high frequency cables. We learned you must keep the cables as straight as possible or they become transmitting antennas.

Believe it or not - but I have been nicely rewarded by my employer for chasing high frequency stray currents in industrial plants all over the world so I kinda understand them............