Anti-clickbait: they didn't blow up their lab, just blew the doors off an iron enclosure intended to contain the massive shockwave, which turned out to be even more massive than intended. Still impressive though!
From a tiny bit of experience, I know that industrial electromagnets (think of the ones they use to pick up steel at a scrap yard) often have an iron/steel housing that is used as a "return path" for the field. The front face of the magnet has a field that projects out into the air, but the field on the back face gets channeled into the housing.
It shouldn't propagate, but the whole thing should be magnetized at that point, right? While you've got that electro magnet on you could probably stick fridge to the big iron magnet you've created with the container?
Depends on how the field moves relative to the iron. If it expands then contracts, which seems highly likely, the overall effect on magnetizing the iron could be surprisingly low, as far as I am aware. Though I could be wrong on this.
edit - ahh, reading through you mean during the experiment, rather than it being left magnetized afterward.
During the test it should focus field lines within it. The overall strength of the field will remain the same, but field lines will be concentrated on the cage, meaning it does not propagate as far.
Though there should be people on here that will be able to explain this better than I can. And correct me if I am talking rubbish. I am solidly an amateur on this, and there are definitely some professionals floating about.
Now, I'm by no means a physicists, but aren't iron enclosures particularly bad at containing magnetic fields?