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I suspect that is because wifi is a radio network. Even though the "rogue" AP is not on your network, the AP itself is broadcasting it's SSIDs and the devices connecting to it are broadcasting their details all the time to see what other wireless networks are available or if there is a stronger signal available.
Paul is spot on. The information picked up by our APs and displayed on HiveManager is made possible due to the fact that the beacon information is unencrypted; we can see which client is connected to which AP because the AP broadcasts it's SSID and BSSID information and the client responds in a similar manner depending on which AP it wishes to connect to.