When transmitting, or receiving?
When transmitting, this is understandable. The RF from the transmitter gets into the PC and monitor and will cause issues. Better shielding on cables and housings can help, but it would be difficult to fully eliminate. Best solution is to not transmit when close to your computer.
If it's when it is receiving, then likely the local oscillator frequency is leaking out and getting into the PC. I've never had a radio do this while receiving.