Sounds like a good bet to me. Unshielded phono cables strike me as an invitation to this kind of problem, considering the low signal levels and high gain factors that are present.
I would suggest, though, that you verify that you don't hear the radio signals with the Linn preamp when nothing is connected to its phono inputs, and/or with shorting plugs connected to its phono inputs if you have them available.
The different results between the two preamps are likely due to the happenstance of the different characteristics of their input circuits -- one demodulates the rf signal and one does not.
Also, similar to the discussion in the other thread that I linked to, I suspect that you are really hearing am, not fm. I can't envision a means by which an audio system, apart from a tuner, can demodulate an fm signal.
Regards,
-- Al