The universe is very noisy. The sun, every star, all the combined muck our electric and electronics produce, and even the remaining radio echoes from the big bang, make every part of the radio spectrum be full of noise.
When you have a channel broadcasting, the signal it broadcasts is louder than the noise, so the signal hides the noise.
When there is no signal, your radio turns up the volume in case there is something there. Eventually, the volume (this is called the AGC, if you want to search) is turned up until it is the noise that is loud.
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