Same principle of why CAT5/CAT6 cables have each pair twisted different amounts per inch and why quality cables use internal shielding. The concept is to block or prevent the interference given off by other equipment. You solved your issue not by stopping the EFI/EMI from leaving the equipment but rather by stopping other equipment from absorbing it. However, your initial problem is still present. Core magnets come with a lot of audio/video systems these days and primarily because each thing can cause issues with something else. Glad you got yours resolved but look into resolute cause, not the effect.
Personally, I don't listen to the radio. Too much digital music for that
Thanks for posting it though. I'm sure it will help someone out.