I’m always passing construction sites asking motorists to “Turn Off 2-Way Radios and Cellular Phones.” I know that this has something to do with explosives, but not exactly what. So:
I’m pretty sure you’re on track with the explosives. At least that’s what I’ve heard. Some mining/construction explosive operations use radio-controlled detonation. I guess they don’t want you blowing them up with a stray signal. 
And while we’re on radios/cellphones:
You’re not supposed to use them in certain hospital situations as well. They can interfere with MRI imaging(since MRI uses radio waves for imaging) as well as interfering with patients who are on telemetry (portable cardiac monitors that transmit to a central nursing station).
Yes you should turn them off. Explosives in some road projects are set off by radio signals. Though these are not in the spetrum of most voice communication frequencies, powerfull, or close, transceivers could accidently provide enough radio frequency power to pre-detonate the explosive. The chances of this are extremely rare, but I wouldn’t want to be the guy setting up the charge when/if it could happen. Radios also put off RF energy even when not transmittting, so this is a better safe than sorry precaution.