Current flows in loops, always, and power ground is often the other half of that loop.
When a screened cable is used and the screen is just that (It is not part of the signal path) then the screen should be bonded to chassis right at the connector (Ideally with a 360 degree bond), the idea being to direct the current thru the chassis and thus away from the electronics. If you were to connect the screen via a long trace across the PCB then that trace could re radiate interference inside the enclosure.
There is one subtlety here, in that if your electronics has a limited common mode range (RS485 for example) you will want to connect the electronics board ground to chassis, but this must be done at ONE point so as to ensure that interference currents flowing in the chassis cannot flow in the electronics reference plane.
The very worst way to screw this up is to violate BOTH of the above, and connect the screen to the electronics 0V reference net which then connects to chassis down at the other side of the board, as this gets you voltage drops in the reference net due to the screen current as well as the radiation from the screen current.
It took the audio game far longer then it should have to figure this out, see AES-48 for some good explanation of the details.
Usually when you have a remote sensor the wiring will have a foil or wire screen surrounding the signal pairs, which is bonded to chassis at both ends and thus forms a loop with the power safety ground connections at each end, into which common mode currents are driven by either external fields or by momentary differences in potential due to earth faults or other sources of earth current.
I was addressing what to do with this screen connection, but looking at it I think you may be looking more at the fact that the PCB should have a single connection between the electronics reference plane and the chassis ground so as to avoid circulating currents in the board.
In the case that your cables are unscreened or otherwise single ended then everything should terminate onto the same edge of the PCB with all the grounds bonded together at that point and with a single connection from there to the internal reference on the board, again the objective is to keep circulating noise current loops as local as possible.