Most radio receivers transmit a very weak signal slightly higher than the carrier frequency of the station tuned as a result of how they enhance received signals. Look up superheterodyne for details.
It's a side effect of how tuning works (local oscillator), and the signal is extremely weak, very little of it radiates out due to some components / PCB traces behaving as an accidental (poor) antenna.
Still, with good enough equipment it can be detected even from some distance.