It is true, the wiring and shielding inside the guitar make a real difference. Nothing though, that can't be fixed in even a cheap guitar. Not as easily done as getting low radiation panels, though. Nevertheless, it is cheaper.
I'm not an expert on guitar wiring, but I know that friends of mine clad the inside of the cutout for the electronics in the guitar body with aluminum foil that they connected to ground. Helps a lot, but if not done well you are creating a fine antenna ... enabling you to play along with local FM radio stations without any other equipment ... how cool is that

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In any case, I would look up "pickup shielding" on the web or something like that.
MisterBlue.