If you pass a single wire through a metal sheet, it is a transformer with a shorted turn.
If you pass a mains lead through a hole, then the net current is zero, so there is negligible effect.
What you will find with the single wire is that there is not enough magnetic coupling at mains frequencies to cause a significant power loss in the wire. The effect of the shorted turn would add a very slight extra voltage drop in the cable, but it will probably be much less then the resistive drop in the cable.
When a single wire is used to carry a high RF frequency goes through a metal wall, feedthroughs with a fixed impedance (like 50 ohms or 75 ohms) are used. You can look up transmission line theory if you wan to find out how that works, but to put it simply, in a transmission line, there is both inductive and capacitive coupling and the two cancel each other out.