Am Aerial problem

Inclined to agree with Alastair.
Most of the AM radios these days are there coz they have to provide something that works on AM. In most of civilized Europe, Asia or US, they mostly listen to FM, and you're not too far from an AM station anyway, so sensitivity is not a big requirement. Also, they're not too interested in keeping local interference out, again coz usually the AM signal is high enough to override any interference, so why bother designing something flash.
When you go under the bridge or whatever, the received signal drops right down so that it's not far above the local interference level, and you get the cr@p.
In a decent installation, the receiver is more sensitive, the antenna is well-matched to the radio for best signal pickup, and efforts are made to eliminate local interference either at its source, or in proper filtering and earthing of the system.
Why else does Toyota not bother about the RF cr@p spewed out from its 4.2 Turbo diesel? ;-)
Gerry