Were those the Dynon-supplied cables?
I built my own cables, using the plastic backshells from Stein. The DB9 connector itself does have a small steel shell on it. Steel in and of itself is not inherently evil - magnetized steel is what you are worried about. If it non-magnetized you are mostly OK, though it's admittedly difficult to null out ALL the field in most pieces of steel.
I had a conversation with Dynon when I was installing my ADAHRS about a year ago, they are concerned about constant magnetic fields in the area to some degree (those can be partially calibrated out) but they seemed to be more concerned with variable magnetic fields to a larger degree. Variable fields would be generated by any ferrous metal that is magnetized and moves around in flight, or by electrical currents in close proximity to the ADAHRS. The tail section just forward of the fairing seems to be one of the most magnetically stable environments for an RV, that's where I mounted my Dynon and MGL boxes.