Why is a caseless PC not an EMI problem?
I'm pretty sure, that this device will cause a considerable amount of EM emissions, but it is rather unlikely that this will lead to a problem for the owner. 

Here's why:


This digital circuitry contains a bunch of highly integrated circuits providing many functions on its interfaces. It will generate a wideband noise rather than emissions of single frequencies. Wideband noise is much less likely to produce problems on other appliances/electronics
A tight enclosure of a PC does not emit nothing but a reduced wattage. Hence an open case will only make more noise of the same kind, and most electronics are already designed to cope with that type of emissions.
Even if there's an emission capable of let's say interfering in the ISM band, it will probably only reduce the usable bandwidth on a certain transmission by lowering the SNR. 
Even if there are serious interferences suppressing a specific application e.g. in your neighbourhood it is still unlikely that they will find out, that you are the culprit.


My assumption is, that the designs of these "custom made PCs" did not undergo proper EMI-testing, because it is so unlikely that they will be ever made liable for violating CISPR regulations or similar code. 

Nevertheless, there's a question of morals. Is it ok to break rules, just because you'll never be hold liable for it? Probably not. This is a typical problem of collective behaviour. To keep things working, the majority of people (and their computers) have to adhere to regulatory code. Otherwise the emissions of too many bad designs would sum up in a way preventing the use of correctly designed hardware.