unbalanced cable are just as good at being radio antennaes as they are at being cables: the length of the cable and the other electrical characteristics of the cable form a tuned circuit (resonant filter if you will) that will pick up specific radio stations
alternating current is also very good at creating currents/voltages in cables that run along side the cables the ac power is running through, if teh cables are unbalanced these induced currents show up as mains hum (a common, yet faulty, cause for diagnosing ground loops)
balanced cables on the other hand have half the signal going through the line 180[sup]o[/sup] out of phase with the other half going through normal between a shield.
When the signal is reintegrated at the other end any radio noise picked up on one line is 180[sup]o[/sup] out of phase on the other line and so is cancelled out.
simple answer: if you want to be certain that you will not have spurious radio noise or other induced currents/signals appearing in your speakers use balanced cables