The "noise" you are hearing is an artifact of no carrier signal being received. A carrier signal is the waveform on which the audio is transmitted - example AM and FM are both forms of carrier signals.
When your radio receiving device isn't receiving a carrier signal, its audio output will sound "noisy" because of naturally occurring radio frequency noise - which is result of many things like the sun. That is to say, there are many things in nature that emit random radio frequency waves! A radio transmitter must use enough power to overcome this natural "noise floor". If your radio receiving device is within a distance close enough that the power from the transmitter overcomes the natural noise floor, it will output that signal. Otherwise it will output the naturally occurring noise.
The three states indicated in your question are:
1) Noise (aka static) - which occurs when no carrier signal is being transmitted.
2) Silence - which occurs when a carrier signal is being transmitted, but no actual audio is being sent over that signal.
3) Normal Audio - which occurs when audio is being transmitted over a carrier signal.
So in your example, the station's audio wasn't working, but the carrier signal was being transmitted. This likely occurred because there was an issue between the DJ booth and the transmission tower. For example, the audio link between the radio station's audio mixer and the transmission tower may have been cut.