I'm kind of surprised you were able to pull these up.
Some shotgun shells use steel shot, so those would be magnetic for sure ... but a lot of them don't -- I see at least a few slugs in there, which shouldn't have any magnetic parts in them. And the regular cartridges too -- all the metal in them should be brass, copper, and lead ... none of which are magenetic. Maybe the anvil of the primer is steel? But that's so tiny...
Edit: got curious and tested it out myself. Yeah, while most of the shell isn't attracted at all, a magnet is sticking to the primers.