Probably this: a mobile phone will still run its transmitting/receiving circuitry (albeit in some kind of idle mode).... and might actually continue to seek out wireless providers to place calls with....regardless of what else you're doing with it, be it browsing menus, messages or, well, playing Tetris. It IS after all still a mobile PHONE - a communications device capable of causing interference via its antenna - just with extended capabilities.
A Gameboy doesn't have any wireless communications devices built in... in fact, like any other device, it's required by FCC law to 1. not cause interference and 2. accept interference caused by other devices without malfunctioning.
Make sense?