The preamp section of an amp increases the volume of an instrument’s signal significantly more than an effects return. So if you’re plugging the guitar into the effects return it still could be a cable, a ground loop, the guitar’s pickups, or lots of other causes that simply aren’t being sufficiently amplified by the loop return to hear.
A microphonic tube can pick up RFI, a dirty tube socket, heck the power lines can pick up RFI.
What I’d do to see if it’s originating in the amp::
Disconnect any pedals and the guitar, turn the amp on, turn up the volume, and see if the RFI happens. If not, it’s pretty likely it isn’t the amp. If yes, check the tubes. If it isn’t the tubes you might also want to eliminate the cable to the speaker as a possible culprit.