If you come to the point to wonder about shielded VS plastic cover for D-SUB connectors.
You better gain as fist the pricing awareness about the three type of D-SUB (hoods , backshell or a cover).
1) D-SUB Plastic Backshell = 0.50 EUR
2) D-SUB Metalised Plastic = 3.50 EUR
3) D-SUB Metal Backshell = 10+ EUR
(average retail prices with VAT).
Metalised Plastic and Metal Backshell, they offer EMI/RFI shielding.
Metal Backshell = most robust type.
Plastic and metalized plastic, identical robustness characteristics.
Next logical question, this is of how to determine if you need to use a better in design D-SUB backshell?
There is not any easy answers at this question.
But there is always the practical method of test and trial.
Example:
Did you detect data transmission instability at high data rate?
Did you detect occasional data transmission instability?
Then the Metalised Plastic cover it might be of what you need.
So far I cannot find over the internet proofs or hard evidence, in favor of shielding superiority of a Metal Backshell.
While I have awareness that EMI shielding this is relative to metal thickens, the actual wall thickness of D-SUB metal backshell this is specific and approximately at 2.5mm or less.
From the other hand, the cable in use for data transfer, this has always a much lesser in thickens shield.
In theory, an aluminum case with 15mm of wall thickness, this is the ultimate shield against any source of EMI.
Quick summary:
I think that the quality of the data transmission cable, this has a higher impact in favor of a better shielding.
I would consider the use of D-SUB Metalised Plastic, only if they are many data connections of the same type within a restricted in free-space cabinet.