It's just leakage. Any high power component which can be controlled by the program is likely to do it. Remember that the radio receiver's gain is essentially infinite- the limit is the noise floor. If there is any leakage above the noise floor, you are going to pick it up.

There are lots of related tricks: tune a communications receiver to 455 KHz, and you will pick up the station that a nearby radio is receiving (because it's picking up IF leakage). Also the inverse works: the IF amp is where all the gain is, so if you transmit on 455 KHz, you can jam nearby AM radios no matter what they are tuned to. My dad did this when he was a kid in the 40s with a single tube transmitter.

Any oscillating electric current transmits magnetic waves of a certain strength. Certain oscillations at particular frequencies represent radio waves. At lower frequencies, one might merely act directly upon the magnetic transducers of a poorly-shielded audio speaker, creating sounds at volumes and within ranges audible to humans.

Any segment of electric wire, carrying a current that can change direction, might be used to this effect. Stronger electrical activity over a bigger, better wire has higher chance of sending a signal that can be detected.