Q:

Why can I hear Morse when not in CW mode?

I don't "get" CW.
I can't understand the chatter on an FM radio broadcast when my radio is set to AM. This makes sense, the signal is modulated using frequency modulation and I am trying to decode it with amplitude modulation so the result is scrambled nonsense.
Now, I often hear Morse code on the same channels and I can perfectly hear the dots and dashes when listening in FM mode. I guess the simple explanation is that the Morse code was FM modulated at the source, so there is no CW involved here, correct? Did I simply never listen to a CW modulated Morse broadcast?
The reason to use CW is the reduced bandwidth. Does this simply mean it's frequency modulated with a "smaller filter" or is CW really a different modulation type?
You can use AM or FM for voice, depending on the use case. Is this the same for Morse? You can use AM, FM or whatever mode to send Morse but CW is preferred since it's the most efficient mode? If so why do people use CW and Morse interchangeably? Are there any other reasons why you would use CW?

A:

You don't say where you are hearing the Morse code. You say "on the same channels", but don't specify where you are listening.
If you send Morse code using a buzzer, then that generates an audio tone. As with any audio, that can be sent over AM, FM, SSB or any other mode that can send audio.
It is quite common for Morse code to be sent as an audio tone on FM channels usually on the 2m band, to assist people in learning Morse code. This might be becoming less common nowadays, since Morse code is not a licensing requirement in many countries.
However, if you are listening at the bottom of the HF bands, those are CW portion of the bands. There you will come across Morse code being sent using CW, and you will need a BFO to hear it properly. By which I mean you will need to select SSB or CW on your radio to demodulate it.
EDIT: Why would anyone use CW in preference to generating an audio tone and modulating that? Basically because the signal is much simpler - it's a single frequency being switched on and off, and so all the energy in the signal is in that one frequency; there are no sidebands and no signal bandwidth to worry about.

