Here's why:
* Radio station names aren't considered titles of works. They are more like proper nouns that identify a specific place or entity.
* Italicization is primarily used for titles of works, such as books, movies, songs, etc.
* Radio stations are often identified by their call letters, like "WABC" or "KEXP," which are further evidence that they don't fit the criteria for italicization.
Examples:
* I listened to WNYC this morning.
* I heard the news on KCRW.
* NPR is a popular radio station.
Note: You might italicize a radio station name if it's part of a larger title, like "The History of WGBH" or "The Sound of KEXP."