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.
Also: some radio stations do play songs slightly faster than their album versions play, which cab shorten a song by a handful of seconds. This allows them to cram in those announcer breaks between songs or potentially play additional ads.
I think this is less common now than it used to be though.
Additionally, radio stations add loads of dynamic compression on to everything they play, making everything the same volume. This more or less eliminates the louds and softs of music, which makes for a smoother listening experience.
I think this is a bigger factor than it seems like it would be. Radio is not high quality, and may be less fatiguing to hear. A higher quality recording subjects your ears to a lot more data.