There’s a few things at play:

• Radio stations tend to play “radio edits” which are usually versions of a song that may have a bridge or section of the song removed or shortened to fit play length requirements

• Radio stations have commercial breaks which break up blocks of music and provide your brain with a different “variety” of sound (voices/speech) as opposed to a CD or playlist that plays music with no breaks

• Similarly, radio stations typically have a host or DJ who will announce song names/info between tracks playing, giving your brain a brief break between songs.