Yes... a class D amp is itself an SMPS, to which all the same filtering considerations also apply.
In particular, the speaker output may not be well filtered, which puts EMI onto that lead, and by reaction, inversely onto the board itself, and thus up connecting cables to other equipment (and through all these cables, as antennas, into the air).
Filtering options are a bit more limited, because you need to know if the output is filtered at all for one (some class D amps have direct drive to the speaker, depending on coil inductance for SMPS filtering; this requires short wires and usually a ground connection to the speaker frame, and must only be done in self-powered speakers, not over any lead length), and thus whether to provide filtering specific to the outputs; and because the audio input itself cannot be filtered arbitrarily low, because of the audio itself; a common-mode choke can be useful here, filtering the input ground with respect to the shield/enclosure (EMI reference plane) while leaving the signal conductor alone (other than by effect of the CMC, and a little RFI filtering say 1nF + ferrite beads).
Tim