Dirtybird,
They do act like a choke. The twisted wire is a small diameter long stretched coil. Over here ALL longer leads are twisted so they do not pick up and/or transmit RF signals to and fro, and it seems to work very well. I twist all leads quite tightly, and heat seal the twist using a heat gun to make it permanent. As an additional advantage, the leads become more flexible and less prone to fatigue failure. Too many goodies to just pass up.