Naturally occuring noise can be non-white (off-white?). A very important source of noise at low frequencies in electronic components is "1/f" noise, which is "pink" according to the definition below. Above the 1/f corner frequency, the noise becomes flat versus frequency. There are many sources of 1/f noise, depending on the technology, but the important thing is that 1/f noise is also natural.
Not that any of this matters, because your electronics generate so little intrinsic noise compared to the signal amplitude that you'll never notice it unless you do something stupid like crank the receiver to 11 and admire the hiss with no input. If it's white noise, then the noise is coming from thermal sources (current passing through resistors) or you're picking up noise from the big bang. If it's pink, I bet it's the Si transistors in your internal electronics that are to blame.
Audio is at very low frequencies compared to radio, and noise that comes from a radio is noise that was at RF frequencies (where it was flat over the radio band). After being downconverted to audio, the noise stayed flat.
Hope this makes some sense... --Martin
