IMO, cost is a big factor here. Adding things like insulation, EM sheilding, or anything else other than the minimum needed water water and electrical lines to the inside of walls raises the cost of construction. So if it isn't required by the function of the room or building code, you're unlikely to see such fanciness, unless it's some high-end luxury place where the shielding is a selling point. Expect higher rent in such a place to cover the additional costs of constructing those fancy EM-shielded units.