There are a few possibilities where trouble sneaks in.
Firstly, your FET is not really fit for the job.
It has a very wide range in "Gate threshold voltage"
https://www.onsemi.com/pub/Collateral/2N7000-D.PDFThis means that the gate has to be half a volt to 3V higher then the source for the FET to switch properly.
For the higher resistance value's, the voltage on the source pin rises significantly above GND, and there is not enough voltage left to switch the FET fully open.
Using a P channel MOSfet would probably work a lot better here, but no guarantee becase the circuit in the radio is unknown to me.
The second problem is that you do not know what circuit is in your radio.
There are a few possibilities:
It may be a simple resistor, connected to +5V, which forms a resistor divider with the external voltage, and then it measures the resulting voltage.
If this is the case, then the voltage on the output varies a lot, depending on which resistor you connect externally.
It may be some kind of current mirror.
In this case the voltage on the output will always be between approx 4V and 5V, independent of which external resistor you connect.
One way of solving your problem is with an analog MUX such as the 4051 and 8 resistors.
A similar way is to use 8 resistors and directly connect them to the pins of your uC, and then you can switch pins between "Input" (open) and "Output Low" (closed).
If you want to fix it with your MCP41100 there are also a few possibilities.
First, Remove the FET, and replace it with a series resistor. 1kOhm or so would suffice. The main reason for adding this resistor is for ESD protection, and to make your circuit more robust.
Then, if you're lucky and if you program the MCP to the highest resistance, your radio does not see it, and considers it "open".
If this works then you're done. You just have to figure out some new settings for the MCP to figure out where the switching thresholds are for your radio and finally program your uC to get near the middle of the tolerances.
Another way is to switch the MCP as a regular DAC. So put 1 side of the pot to "GND", the other to "5V" and again, use a 1k resistor in series with the wiper,and connect the other end to your radio. In this case, when the MCP is set to the highest output, both sides of the 1k resistors have the same 5V, and no current flows, so from the viewpoint of your radio it is open. For this way, you will also have to calibrate your settings that work for you.