This is an example of the right angle board mounted BNC connector I am using. It has a plastic body. It is mounted in a grounded metal box with only the barrel protruding. From an EMC perspective, does it matter whether the body is plastic or metal?
You generally want the body of the connector tied very directly to chassis at RF, so providing you do not have low frequency ground current problems metal is going to be better.
The plastic bodied ones exist for situations where you are measuring down near DC and the loop formed by the cable shield, and mains safety bonds at the two ends allows problematic amounts of low frequency pickup.
I do a lot at 3Gb/s and always use the metal ones bolted directly to the chassis, but when doing things involving small signals at DC-100kHz or so the plastic ones have their advantages.