Solution
The Thermal Noise Source uses a Gaussian White Noise model to simulate thermal noise (also known as Johnson noise) in a conductor. It can be placed in series with a resistor to emulate the thermal noise generated by that resistor.
One disadvantage of using a Gaussian White Noise model for this purpose is that its power would be infinite. However, the model is valid over a limited bandwidth (B) as all EMF fluctuations outside of the defined bandwidth are ignored. That's why you see an unrestricted band signal. In reality, the values are valid in the band you define, but invalid out of it. That's why you see a 2.5MHz signal.