It looks a bit like the cable was slightly overzealous at dinnertime and swallowed something a bit too large…
As it happens, those strange meals are actually ferrite cores.
Ferrite is a totally magical material!
So there you have it!
A choke is basically a filter – in this case a low-pass filter – that prevents high-frequency noise from passing along your data cable (or its shielding). This noise is generally related to undesirable radio-frequency transmission or reception by the cable itself.
Note that there are other types of ferrite than just the kind used to make chokes. Other ferrites are used for things such as transformers, inductors, magnets in motors, and all kinds of other cool stuff.