You need an antenna for the monitor radio. A radio in the same room may hear more RF leaking out of the AC power cords than what comes out the antenna jack. This is especially true when using a dummy load. If it's shielded properly, the loudest RF in the room will be what leaks out of the radio cabinet by way of the AC power cord, or the power supply's power cord.
Just one problem with RF that came upstream leaking out of the power supply.
THAT signal has a hum modulated on it. It is radiating from the 60-Hz power wire, after all. Passing your RF signal through a power supply, and back out the power cord nearly always modulates a hum onto the signal.
And that's what radiates off the power cord into the room.
If you can instead listen to what's coming out the radio's antenna jack, you'll find the hum goes away.
73