Even expensive stuff can have a cold solder joint at the connector which acts as a rectifier, making the radio station audible. Also just try cleaning the plugs and jacks. Or try different cables; internal oxidation can be at work.
RF picked up from cable
I just upgraded my preamp (from Superphon Revelation II to VTL 2.5) and was picking up annoying RF interference--a radio station I don't recognize--on phono stage only, loud enough to be really irritating. I wondered whether this might be entering from a couple of long RCA interconnects that I use to connect with a second system in my basement study. Disconnecting the unshielded 40-foot Radio Shack interconnects I am currently using (while looking for something better but still cheap) from tape out to my downstairs integrated amp did nothing; but disconnecting the shielded cables that carry the downstairs output back to Aux in stopped the noise. Weird! Any suggestions on how to kill the noise while staying connected? (I once had this problem with long speaker cables to a second system, and the only solution I found was to install knife switches and just live with the noise when I wanted to run the remote speakers. But that was many years ago on a cheap receiver.)