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At least you are supposed to be allowed to transmit on AM (and FM) bands at very low power, at least under FCC rules. That's how they can sell those adapters for car radios. Some other ones you definitely are not supposed to use as far as I know, like the old analog TV signals - I've seen a couple of those sorts of projects recently. On the other hand, you can go and buy an illegal TV transmitter on Amazon right now.

Also a reasonably even bet that you already own a low-quality wall power supply that will produce more interference than anything you're going to be doing with a Pico and a 4" jumper wire (I've found a couple of offending devices in my house), but I'm certainly in no position to tell you if you should or shouldn't do something.

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Mea culpa.

Without the proper knowledge or measurement equipment, I observed that the audio would fade out after a 30 cm distance. Combined with running it for mere seconds to test and record a demo, I assumed to be in the clear with the spirit of the regulations. Appreciate the reminder to be responsible with RF.

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I don’t know what the regulations are in your country (looks like you are maybe in Canada?), but in many countries it is straightforward to get an amateur radio license, and then you can have all sorts of fun (under the rules).
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Transmitting on AM broadcast frequencies is generally prohibited unless it meets an extremely low-power exemption , even if you have amateur license(I have a Japanese amateur radio license). A practical way to reduce risk is to put a large resistor before the antenna so the radiated power stays within that exemption. You could start with 100 MΩ; if the receiver cannot pick it up, try 10 MΩ, and so on.
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