No, it's just recordings with a fade effect as you tune off of them. Listening to SSB in AM will have an annoying carrier and sound very muffled, but if strong enough signal it'll be legible. You can listen to AM with SSB and it sounds fine usually, just more empty and with a tiny echo. FM will often sound very constricted or if on SSB, FM will mostly just be static and not legible. FM is never used on HF that I'm aware of. Literally the only HF use that is FM is 10 meters, and it's a small portion of the ham band with repeaters and some simplex. That is in the 29 mHz region. Below that, it's all SSB, AM, CW, and digital modes. Most numbers stations were SSB and a few were AM. SSB is just the superior method of communicating on HF.