There’s a few things at play:
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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
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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
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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.