Faraday's Cage

I happened to see this post on Faraday's Cage in one of the questions posted. I had knowledge that it works on the same basis of a conductor and hence is successful in eliminating electric field inside (hence protecting us).

Today, I viewed a small clip by MIT Professor Walter Lewin - performing experiments with the Faraday's Cage and Van de Graff.

Have a look at this video!

In the end, once he enters the Cage - he talks about a "Problem". He states that even though they couldn't hear the radio - they could hear him speak and gives an explanation that his voice is of high radio frequency (i guess).

But, I think the sole reason should be that what he speaks (ie sound) is a mechanical wave and in no way is an electromagnetic wave and hence the Faraday cage has no reason blocking Sound(mechanical) waves.