There may be some 'gray-area' when it comes to signals from something like a cell-phone. Now I suspect that since cell-phone calls are only being sent from one person to another, it's not technically a broadcast signal, as would be the case with CB or HAM radios. Therefore I think they're treated like hardline phone calls. However, CB and HAM radio users have no expectation of privacy and are afforded none by the law.
My old school buddy, and now retired former Deputy-Director of the CIA, once explained, when a radio signal of any kind goes out into the ether, it will be received and potentially recorded by someone, either friendly or foe, and there's very little that can be done to prevent that from happening. Of course, what they do with what is received is another thing altogether, but there is no real way of stopping something like a cell-phone signal from being picked-up by a third party since it's all part of the electromagnetic spectrum which only requires that you stick up an antenna to tap into, unlike hard lines where you have to have physical access.

OCU