There's no reason why that should be the case. As mentioned I'd be highly suspect of interference. These radios come with a linear power supply so it won't make any radio noise. However, any number of other items in one's home may. This is an ongoing and increasing difficulty for those in the 'radio arts' such as ham operators. Cell phone chargers, computer monitors, ethernet routers, TV sets, washing machines, some LED and CFL lamps, battery chargers, and on and on, anything with a switch mode power supply is a potential noise maker. It's not uncommon to find several problem items. Sometimes this noise gets into your power system where it can be passed into your sensitive radio when plugged in. Other times it's radiated.
One solution may be to wind the wire several times through a ferrite toroid (mix 43 would be a good choice to start) to choke this noise. The best course is to find the noise source and stop it. That's a discussion in itself.
Another possibility is the power supply or radio is defective. It's rare but a bad diode in the supply can cause noise as can a bad rectifier in the radio. This noise would typically be in the audio frequency range. The way to test is to plug the radio in away from home, friend's house.
Yet another possibility is overload. It's also rare but being near a broadcast station transmitter can induce enough RF into your power system that when you plug in it's like attaching this re-radiating antenna to your radio. Typically this would be with a full power AM station but can certainly happen with FM. Again, try away from home. My furnace re-radiates WLS 890.