RF travelling through a coil creates a magnetic field. In the case of coax though, it is shielded by the braid. So the RF doesn't "see" the piece of coax right next to it and it can't create a field. That's the beauty of the stuff. However, if you have common mode current (RF travelling back down the shield...not a good thing), then creating a coil in the coax will act as a choke that it can't pass through.
BTW, in the case of the person using an MFJ analyzer and comparing SWR with two different lengths of coax: You demonstrated how you can use coax as an impedance matching device. You can do that if you have to, but you're better off adjusting the antenna.
Moleculo