Its quite possible your system is picking up SD card access noise. Try playing a ROM (instead of a SCD game) and let it sit with the game active to see if it happens again. I don't believe the MegaSD accesses the SD card once the ROM is loaded and playing.
At any rate, any EE you ask can take one look at the board and assure you there's NO hardware in there doing wireless transmissions. It would be an absurd waste of money.