How do you connect a PSU to a chassis?

The loop is: 5V of PSU -> cable -> Pi -> chassis connection -> chassis -> chassis connection -> GND of PSU. That's why it's large (and potentially high resistance if one of those connections isn't good). This is the first time I hear about "Magnetically coupled interference".

What is a power supply design?

A power supply design implicitly states that you're not routing anything over the gap between the system ground and the signal ground.

How does a power supply work?

Finally, on the power supply itself, a power supply that outputs reasonably high voltage, there will be a transformer that bridges the system and signal grounds. This is where the high and low voltage sides of the system are bridged, and the output voltage and current are supplied to the rest of the system.

Can a chassis be used as a return path?

If you use the chassis as your return path, your currents are travelling around a loop that is probably several centimetres across, and so gives a wide area to receive interference. With a conventional two-conductor power cable, the loop is only the distance between the conductors - less than a millimetre.

Does a chassis act like a Faraday cage?

The chassis will still act like a Faraday cage in either case. In systems where power is being regulated down to a low level, but there is still the possibility of ESD onto a board with dense digital cirucitry, you might make multiple connections directly to the chassis.

Can a chassis be used as a return conductor?

It's generally not a good idea to rely on the chassis as the return conductor. Magnetically coupled interference happens because a stray magnetic field is coupled into a magnetic loop in your circuit. The smaller the cross-sectional area of your magnetic loops, the smaller the interference. Consider twisted pair ethernet.