Modern residential HVAC systems (even a simple furnace) can make a lot of noise.  The modern blower motors and their fancy variable frequency and/or multiphase controllers are notorious for the whirring, pitch-shifting radio noise they can produce.

When I replaced my furnace a few years ago I specifically wanted a model with the earlier two-speed blower design, not the modern vari-speed type, for this reason.  

The HVAC guys did not understand why until I explained that the later units are radio-noisy and that issue matters to me.  As we were discussing it, we happened to be standing in my shack and storage areas (adjacent to the furnace room).  I waved my hand around to show the hundreds of radios and radio-parts in view.  That seemed to help them understand "why".