Related regulations are local, but are the implementation of obligations agreed by all member States of the International Telecommunication Union (ITU), an agency of the UN, so most countries have similar obligations, US might be a notable exception, in spite of being an ITU member.
For ITU, a radiocommunication is a communication by radio, and a communication is anything:
Any transmission, emission or reception of signs, signals, writings, images and sounds or intelligence of any nature by wire, radio, optical or other electromagnetic systems
Members have signed the Convention of the International Telecommunication Union which introduces the Radio Regulations (RR), RR say:
Secrecy
17.1 In the application of the appropriate provisions of the Constitution and the Convention, administrations bind themselves to take the necessary measures to prohibit and prevent:
17.2 a) the unauthorized interception of radiocommunications not intended for the general use of the public;
17.3 b) the divulgence of the contents, simple disclosure of the existence, publication or any use whatever, without authorization of information of any nature whatever obtained by the interception of the radiocommunications mentioned in No. 17.2.
So each member has to implement laws prohibiting the interception of radiocommunications, and the divulgence of the content, except for public broadcast.
Usually this is done be delivering licenses to authorized users or organizations, and establishing a general obligation of confidentiality for citizens, regarding communications for which they are not an authorized recipient. This is what UK does in the Wireless Telegraphy Act of 2006, as well explained by @Dan in his answer. In addition, Ofcom, the regulating body states:
Using spectrum without a licence or the benefit of an exemption, or in breach of the conditions of a licence or an exemption, is a criminal offence.
If you don't have a license to listen or transmit on the aeronautical frequencies, you are not allowed to listen. Listening and then disclosing the content is a breach of the general confidentiality obligation.
Note in EU (and possibly still in UK) scanners and receivers/transmitters for specific non-public bands can be sold, this is explicitly allowed by EU regulations, on the count of free circulation of goods.