EMI is a major problem with LED drivers, especially in automobiles.
And there are many methods to minimize.
It's very likely a combination of things.
The electrical design, the PCB layout, and no enclosure.
Discontinuous currents are the most likely to generate EMI.
I do not see an inductor on the output so it can't be pretty.
The constant current (CC) circuit monitors the output current and adjusts the amount of current by turning the output off and on very quickly (switching) which is typically at a frequency between 100 Khz and 1 Mhz. How long the output is on and how long it is off (duty cycle) is how the amount of current is regulated.
A CC driver should then smooth out the on of off pulses which is typically done with a inductor with an inductance tuned to the switching frequency. High frequency switching allows the use of smaller less expensive inductors, and vise versa.
This image shows the on and off pulses (LX) that are regulating the current.
The ILED shows the pulses after they go through the inductor and output capacitors.
This is an example of continuous conduction.
Meaning the current through the LEDs never goes to zero.
This is an example of ILED in discontinuous conduction mode.
Source: Understanding Buck Power Stages in Switchmode Power Supplies
In the schematic below you can see the LX pin on the regulator and the inductor highlighted in blue (the part yours does not have).
It's the LX pin the turns the current off and on and the inductor that smooths it out.
The parts highlighted in yellow are not part of the constant current stage. They are added to minimize conductive EMI output to the power source.
The upper right hand is the "input EMI" filter to minimize conductive EMI back to the power source (input).
A 1µF cap was put across the output to the string of LEDs.
This cap and a ferrite bead was added to minimize the radiated EMI.
This was added to meet EN 55022:2010 Information technology equipment– Radio disturbance characteristics– Limits and methods of measurement
You need to use a battery powered radio and an electric powered radio to determine if the source is conductive EMI from the power wires and or from radiated EMI (airwaves).
The PCB design is very important for minimizing radiated EMI.
The tracks on the PCB are antennas.
For example from the above schematic D1 and L1 should be near the LX pin, and CVCC should be near the VCC pin, and the connecting copper traces should be short and thick.
I always have two PCB layers for ground and power. Even if the PCB lay could be done on two layers, I use a four layer board with the two power and ground. If I can do a single sided layout and do not expect huge EMI issues I will use the one layer for ground.
When I design a product I enclose it in an aluminum box where the bottom and top overlap and leaves no gaps (almost air tight).
Any connectors are EMI shielded. If AC mains is used for power a EMI filter is added to the power line.
If you want it done right, the driver used by the high end LED fixtures is the Mean Well HLG line.
Notice the hermetically sealed aluminum enclosure.
Has powerline EMI filter.
Has power factor correction.
Is priced between 25¢ and 75¢ per watt. 185W-240W=>25¢, 40W=>75¢, 60-100W=>50¢
Up to 94% wall watt efficiency
7 year warranty
Does not interfere with your radio.
Mean Well is the only vendor I use for CC or CV power supplies.