Follow the directions?
Comes under the can't hurt. However I do agree most modern avionics are just a ground signal for solid state switche (transistor) to turn on the transmitter. The PTT is not directly in the audio circuit, so not sure how that affects the audio how it acts like an antenna, shielded or not. May be old radios where susceptible to this?
It can't hurt. The good part about using plan wire, is lighter, cheaper and easier to deal with. Most intercoms and radios have so many connections, dealing with shield is a pain.
Now the $24 question what end do you ground the shield, the radio end, the PTT switch end, both ends or neither, leave the shield ungrounded? (just a rhetorical question, talk amongst yourself.)