It's been awhile since I've messed about with this, so I don't remember (and you may not either, so this is an open question), but wouldn't it produce the effect even if disconnected from an antenna?
If so...Would the same principle be in play of it picking up on general EM waves to cause the effect?
Now that you mention it, I remember something similar! I may have to follow up on that to see (but I'm also curious of others' responses, hence asking).