Probably because your body is making a better counterpoise to the antenna when you hold it in that position, or your hand is shielding the interference more.
Another factor that makes a big difference is getting the antenna farther away from the battery compartment. The effect of the interference is very localized, so just switching to a BNC antenna and using the SMA-BNC adapter will get rid of a lot of it. A physically longer antenna, such as the Diamonnd RH77CA, will improve reception in two ways, by picking up a lot more signal overall, and by reducing the impact of the interference because more of the antenna is farther away from the noise source than the factory antenna (which isn't that great to begin with).
The best solution is to install C1, because that eliminates the source of the noise. Your scanner may have one of the updated boards that has the fixes for the fading display backlight and RTC failure, but didn't have C1 installed, or it may have the original board that doesn't have the connections for C1. It's easy to check, if you don't mind opening up the scanner. I would suggest doing so, and sending the scanner back to Uniden if it has the old board version. If it has the newer board, but doesn't have C1 installed, it's not that hard to install it yourself if you know how to solder surface-mount devices.