That is called an anechoic chamber [1]. Basically, the walls absorb all the outward radiation from the device so the test instruments do not have to sort out reflected waves. It mimics the device being outside with infinite space in all directions.
Turns out that the wavelengths involved are similar, although one form of radiation is acoustic and the other electromagnetic. So those anechoic chambers often work pretty well for both purposes.
This is partially incorrect. The objective is not only to isolate the device from external radiation but to avoid internal RF reflections within the chamber. That's why the geometry of the wedges, which are covered in a RF-absorbent material. A Faraday cage wouldn't help with this.
[1] https://en.wikipedia.org/wiki/Anechoic_chamber