Audio equipment as such is not required to comply with FCC emissions rules since there is no generator of a frequency that exceeds 10KHz. The shielding in audio is more directed at the 60Hz hum.
Whatever is not shielded against emitting EMI is also not shielded against receiving EMI. The cell phone buzz is modulated in the 1.9GHz range, with a wavelength in the inch range that can easily be picked up by wiring or pcb traces in a non-protected circuit.
A non-linearity in the circuit will translate into a demodulation of an RF signal. If the demodulated signal is in the audio range, you will hear it. I remember my old turntable sometimes picking up CB transmissions from illegal radios, probably because of a galvanic effect between cables and connectors.