@nagel You are right that the problem you had would be caused by a rogue radio, CB, or ham operator (in my day, when the FCC would actually be chasing these guys down they'd operate out of a mobile location (n.e. car/van) to stay ahead of them).
The problem you had is called "rf rectification". Simply, what you heard was a subharmonic of the RF signal that a non-shielded electronics is picking up and "translating". Shielding speaker wires will get you nothing as it's actually a bi-product of incorrectly or insufficiently shielded electronics.
Although I haven't run into this is a long time the cure used to be putting aluminum foil around the receiver, installing a numetal shield, or replacing the piece of electronics.

