Well, I view these issues as ones of relative electrical potential.
You want the shield at the same potential as the return line in the receiver as otherwise the field difference can induce noise in the receiver input, and you also want the shield at receiver ground potential. In the case of the WP design this means that the phono cartridge (which is "intrinsically" a floating voltage source) -ve line and the shield should be shorted at the phono stage input and connected to the ground there. That allows the input opamp to act, effectively, as a differential receiver. This works pretty well for me.
Here's what Alex Korf has to say on the matter.
korfaudio.com
Of course, with RF all bets are off as far as "balanced" is concerned. Basically you have to just ensure that nothing gets through the shield to pollute the conductors and that definitely means connecting the shield at the receiver end as well.
AT least, that's how I see it, and how I do it with pretty good success.