As a long-time ham operator, I did all of that when I was a kid, back in the early '70s. It makes testing and calibrating some RF equipment much easier when you don't have to deal with noise. EMP protection is just a by-product. ;)
/johnny
I'm not into ham radio but did spend the closing years of my AF career in the PME (Precision Measurement Equipment) field and, from time to time, had access to screen rooms. I saw several different types, the most elaborate being one made with what appeared to be bronze walls, ceiling and floor, the simplest being a room framed up with two-by-fours and completely covered with copper screen wire and grounded. That one was in what appeared to be an old warehouse.
And, you're right. These things create an eerily quiet electronic world and make calibration and servicing of electronics very easy.