Can RFI be radiated by connector wire even if shunted at opening?
It depends in a fairly subtle way on exactly where that trace connects relative to where the chassis bond is connected. 

If things connect in a 'T' configuration then there is a common impedance due to the length of one of the Ts arms, and that will develop a voltage when RF flows which will appear between your internal trace and the chassis. 
2cm is a quarter wavelength at ~3.7Ghz and will appear as a high impedance at this frequency, it will still have significant reactance down into the cell phone and wifi bands. 
If on the other hand the connection is physically Pin1--Chassis bond--internal net then there is no problem.

Your floating trace looks like a ground plane antenna at some frequency and will couple rf picked up on the cable screen outside the box to the inside of the box. 

Best practise is to tie pin 1 very directly to the chassis, use a common mode choke and caps on the signal pair and connect your internal single ended reference plane to chassis at one point ensuring no common impedance coupling.

Jim Brown wrote the book on this stuff, see http://audiosystemsgroup.com/AES-RFMicrophonesASGWeb.pdf for a paper including some pictures of how not to do it.