The coughing and sniffing you refer to are meant to give the impression of someone sitting in a room, playing along to the radio. Actually, if you listen really closely, you can hear someone talking in the background, 2.18 seconds into SOYCD. I presume it's just a studio gaff.

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When Bucks Fizz’s tour bus crashed they all survived. When Metallica's bus crashed Cliff Burton died. Why?