This is not surprising at all…AM radio can be received with just a long wire, an appropriately sized coil of wire, optionally, (it will work better with it) a variable capacitor, an electronic part called a diode (this can be store bought or home made from an old fashioned razor blade), and a high impedance headphone or earplug. The radio wave induce small electrical currents in the long wire (an antenna if you will) and the coil of wire with the capacitor forms a tuned circuit. The diode strips the modulation (sound) from the radio waves and the earplug makes it so you can hear it. It can be made to work without an amplifier. Prisoners of war in Germany in WWII made crystal sets with a lump of coal used for a diode so they could hear the BBC.
Devices that can accidentally receive am radio…Electric guitars, PA systems, turned off radios, landline telephones, …the list goes on.
During the era of CB (Children’s Band) radio's popularity if the transmitter was close enough, sound can be induced in the leads going to the loudspeakers of a pa system without the amplifier being switched on.
http://www.exploratorium.edu/ronh/SLOM/0206-The_Radio-big.htmlhttp://en.wikipedia.org/wiki/Crystal_radio