Not necessarily more so than some other pickup types. Some pickups generally appear to be better shielded against interference than others. I never thought the Duncan Basslines that the Zen Blades replaced were susceptible either, until I started playing more often with my mobile in my right front pocket. Then I started getting occasional noise in my bass signal, amplified by the active preamp in the bass.
If you don't have a problem, then you don't have a problem. But if you're replacing pickups, you have to take the old ones out of their cavities anyway, and if you're doing that, it probably can't hurt to shield the pickup cavities while you're in the neighborhood.