The reason for connecting cable shields on one side only is to avoid ground loops. Since the shield is connected to ground, and the cable usually contains signals that have their own ground returns, connecting the cable shield on both ends makes two separate ground connections, and you can get loop currents.
We do not earth the screen on both sides in instrinsic safe loops either as the screen could induce stray voltages etc into the signal line, which would then make the IS loop unsafe.
Earthing the screen on one side is also a form if lightning protection.
instruments earthing 
Re: instruments earthing
