Even if you do, it can still record audio, and transmit it when you take it out
Ever tried recording audio through a closed bag, Faraday or otherwise? I doubt it would be of much use...
The carrier needs to remotely tell the device to enter into a special mode, so a faraday bag would be an effectively method to block this.
Unless the device is programmed to automatically enter into that mode in the absence of any signal on the assumption that if it is in a shielded location it is likely interesting.
Let's be real. You don't keep your phone in a Faraday bag and you probably never will.