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LDC0851: question about 4.3. Impact nearby Metals of LDC0851 stacked design

Part Number: LDC0851
Thank you for your help.
Currently, we are making a prototype of an eddy current sensor using LDC0851.
Please tell us about the following.

At LDC0851_Stacked_design Manual Section 4.3

The explanation in this section states that a ferrite material cannot be used for the shield of the sensing coil.
Is this because it is a ferromagnet?
For shield Should I use a non-magnetic material?
Or with a magnetic material There is stainless steel
Is it possible to use?

That's all, but your answer Thank you for your cooperation.