There’s something about knowing there are hundreds of others listening to the same station at the same time that makes my local EDM station somehow more interesting than just shuffling the same playlist at home. Could your issue with albums have a social element similar to how watching a live sports match is just more exciting than the rerun an hour later even if you don’t know the outcome?
Also, I disagree with people saying that albums tend to be more boring because only the radio hits are good! I have many albums I like to listen to start to finish.