Picks up radio signals -
Almost every electronic device known today will detect at least some radio signals unless some care was put into preventing this. Effects boxes are particularly prone to this, because there is so much gain in the path from the guitar to the speakers.
Avoiding RF pickup falls into two categories - shielding and bypassing.
Shielding prevents the radio energy from getting into the thing in the first place. Shielding always means metal. And effect in a solid metal case will only rarely pick up RF to start with.
Bypassing means shunting the radio energy to ground by some means that still lets the desired signal through. Very small capacitors and inductors are significant impedances at radio frequencies, but are open circuits and shorts respectively at audio frequencies, so we can use them like a sieve to keep the desired audio but let the unwanted RF be discarded.