The steel wool actually blocked communication from devices at frequencies over 2.5 billion hertz (GHz) - xbox controller and cell phone 30kh-300ghz.
2.5 ghz penetrates nearly all materials quite well. Whereas low frequency radio waves are easily blocked by anything conductive.
I believe the wavy, fibrous texture of the wool helps to break up the signals, and the released energy amplifies the effect.

Basically, rusting steel wool is the best shielding against any electromagnetic detriment. Comforting thought as the U.S. gov may one day decide to use their patented electromagnet based mind control tech on a large scale.-Yes my country blows.
"Control Factor" isnt just a work of fiction, but a real possibility.

As a side note anti radio wave measures like brass/copper mesh often do the opposite of the intended effect by bouncing and trapping waves inside the containment area- with the person trying to get away from them.