Essentially the wiring is acting as an antenna and feeding power (if only a little) to your speakers. Depending on how much power your pushing through your radio, it shouldn't be harmful (just damn annoying). Television speakers, intercom speakers and all sorts, could be affected. If you were pushing some 1500W though...
Powered speakers are notorious for this problem, RF gets into the low level audio lines and it's very hard to get rid of. The simplest solution is power down the speakers when you're on the air, you shouldn't be listening to them providing "incidental background" over the air in the first place.
A funny thought just struck me, picture a bunch of confused kids trying to dance to a CW beat.