On closer inspection I see that the wee Bluetooth cable looks to be a coax (to be expected I guess), so the outer would presumably act as a shield, if perhaps not the best one ever. Appreciate this stuff would always 'depend' but I guess that means the hot centre cable where it terminates on the board is no longer shielded so could be doing some minute radiation. Theoretically then it'd be optimal to cap it, say with a tiny amount of foil, though it's so tiny I wouldn't trust my handwork not to cause a short.
I know, I know. Best to try it first...