Two possibilities
a) The autopilot is really "broadcasting" at AM frequencies or
b) The autopilot is sending some signal over the 12V supply lines.
For (b), might be able to deal with the problem by isoloating the power to the autopilot with an RF filter. However, if the autopilot is really "broadcasting" you might be able to solve the problem by antenna placement (but then again, you might not). One thing I'd check first is to bring a battery powered AM radio to the boat and see if it picks up similar signals when the autopilot is on. If it does not, then I would guess (read GUESS) that you can solve the problem by isolating the 12V to the autopilot with an RF filter. If it does, then the problem is likely harder to solve but I'd try the RF filter on the 12V line anyway.
Roger on the SeaDNA