Capacitive coupling between hot and cold ground
EMI is effectively separated into two categories; conducted and radiated. The separation between is a frequency. This frequency depends on your area. 

Basically conducted emissions don't care about anything above the cutoff frequency and radiated emissions don't care about anything below the cutoff frequency. 

If you shunt a large amount high frequency noise into the power lines, your device is probably already failing regulations for radiated emissions. If your shunting just a little high frequency noise into the power lines then it's not a problem. 

Also antennas occur when the frequency is some fraction of the wavelength. 1/2 or 1/4 and so on. A full wavelength also works, but when you get into areas where many many wavelengths fit on a wire it does not make such a great antenna. Further it is subject to greater losses.