Electrical noise in radio

[Louis-Alain Richard]

Hi all,

Patient is a 1983 Quattro.
Radio is a 2002 Blaupunkt CD player (bought new). No amplifier. Speakers are
all double-wired (separate grounds directly from the radio).
Alternator is a good quality fresh rebuilt (1 year old).
Fusebox is new.
Wires, cap and rotors are not new (circa 2002) but all are good quality
Bosch parts.

High pitch engine speed noise appeared recently, and is directly
proportional to the electrical load.
Alternator is charging fine. 

Yesterday, I replaced the suppression condenser with a known good used unit,
but noise is still there.

2 stupid questions: 
why do I hear this noise in the radio (electro-magnetic, physic or
philosophical theories welcome)?
How can I easily stop it?

TIA,

Louis-Alain