There’s lots of reasons including psychology.

When you listen to Radio you generally don’t know what songs will be played unless the DJ teases what’s coming. When they tease it’s always something that the vast majority will like.

So with radio you have the anticipation factor which helps bridge the advert gap (if the station plays adverts in between tracks)

When you listen to radio you are often distracted or doing something else.

If you put in an album then you now exactly what order the tracks will be and unless you skip tracks will inevitably have some that are fillers. Also, you are more likely to concentrate on the music which involves more thinking. All of this leads to boredom or fatigue.