At one time dentists were putting silver fillings in teeth. Occasionally the filling would turn into a semiconductor and pick up radio broadcasts. No other mechanism has been suggested for turning electromagnetic signals into sounds.
Some people report hearing the "whoosh" of a meteor in the sky. That is like sixty miles up and the sound would take about thirty seconds to reach the ground, so apparently there is some electrical effect that has not been studied.
Some scientists have observed lightning in volcano eruptions and hypothesized that electric currents in the ground might cause sounds or motions (quakes) by the motor effect. That has not been studied due to the unpredictable nature of the effect.