They let out enough to interfere with radios operating around 2.4GHz. They'll attenuate the stuff, quite strongly if built well (the only reason interference is a problem is because the oven is 3+ orders of magnitude more powerful than a typical 2.4GHz radio), but it's not a total block.
Anyone interested can test this with an RF bug finder, even the homebuilt ones that just increase the intensity of an LED when near a source will work to demonstrate the leaks.
