Often the screen of a RF signal cable actually acts like an antenna; that always happens, when the current flow is not fully differential; that's a so called common mode signal with makes the shield of a coax cable radiating RF; the origin is often feeding a balanced system with an unbalanced feed line.
Those common mode signals can be radiated also over the supply lines of an RF circuit - the solution, whereever it might happen are common mode chokes - that's all it needs.