One place RF shields find use is to provide isolation between the input and output of amplifier chains, and between adjacent channels, or RF paths, within a module.
We all know that unwanted feedback between output and input can cause problems. In a limiting case, this feedback can cause an amplifier chain to oscillate if 1) the gain through the amplifier chain is greater than the feedback/leakage loss and 2) the phase shift of the leakage path is such that the fedback signal adds to the input.
But, this is not the only case. Many systems have very strict IPR (Impulse Response), or time sidelobe requirements. These can be on the order of -30 dB or greater. If the amplifier chain has a total gain of say 60 dB, and the IPR requirement is better than the -30 dB mentioned earlier, then the attenuation. or loss of the output to input leakage path needs to be greater than 90 dB. This is a very sporty requirement and so to meet this requirement RF shields (or huts) may be placed over the amplifier chain.
A similar situation may apply to multiple RF channels in a module, or on a board. Isolation between these channels may not be achievable unless selective shielding is employed, such as RF huts over key components.
All of this has nothing to do with meeting a government or user mandated EMC requirement. It's all about self-compatibility.