Relationship between Conducted and Radiated Emission
The reason for this is that the most common cause of radiative emissions is due to the power or signal lines acting as antennas.  This is because most circuits are small compared to the wavelength of the frequencies that you care about for emissions.  For instance, c/(100 MHz) is 3 meters.  A trace on a 15 cm PCB will be an inefficient antenna at 100 MHz.  However, if you let any noise at 100 MHz leak onto your 5' power cord, it can act as a very effective antenna.

Obviously this reasoning doesn't necessarily apply if you are worried about radiative emissions at 1 GHz or if your PCB is a meter long.  It is also possible to use impedance matching networks made from inductors and capacitors that allow a short antenna to radiate effectively, but this tends to not happen by accident.