EMC conducted emissions go up if input cable is close to inductor
There are two different mechanisms at work:  


By putting a finger on the coil, I generate common mode noise. The finger serves as one capacitor plate, the Earth potential around me as the other. The electric field radiation is much stronger now.
By putting the input cable on the coil, I introduce differential mode noise in the cable. 


This behavior is not genuine to SEPIC converters, but to every switching converter. The inductor may be shielded, but that shield may not be sufficient if something touches it.   

Solutions: 

Make sure the cable does not touch the inductor. 

Other solutions which work are a copper foil on the inductor or a metal shield around it. But the copper foil is just glued on the inductor and can detach within lifetime, thus producing shortcuts anywhere in the device. And a metal shield is big and expensive.