The quality of the audio device can avoid such kind of noise.
That noise is generate because the RF power is detected somewhere inside the audio amplifier. As the audio ampli is better "shielded" as the detected noise is attenuated.
Modern car radio/CD are less insensitive to cell-phone
If you are about speaker - better to experiment with small size ceramic capasitors 68 - 200 pf in parallel to radio speaker output wires. Also good to add normal or common mode choke filter with ferrite core to the same place . But this is valid for case if mobile signal enters radio through speaker wires. But if it is not the case , it is needed to find a holes in radio EMC design - whther power lines others unproper shielding.