FM receivers are capable of producing interference. Note their listing here.

The weird thing about this post is that both of the obvious scenarios that would lead to the kind of restrictions OP’s workplace has don’t quite add up.

• If radios are banned due to interference, random electronic devices like digital music players are also capable of producing interference. It’s surprising that any kind of personally owned electronic gadget is allowed.
• If it’s a high-security environment, it’s surprising that any personally owned digital storage device is allowed.

I wish OP would elaborate, not because I doubt them, but because the explanation is probably interesting.

Based on the comment saying

Can’t have it in the office.

I don’t think this is a troll. I think OP works in a high-security setting, or around extremely sensitive equipment. I’m leaning toward the latter because I wouldn’t expect an SD card to be allowed in a high-security setting.