The audio sometimes says "ra-di-ah" and sometimes "ra-di-oh" - unstressed vs stressed "o". At forvo.com, it's a stressed "o", not the "a" sound. https://forvo.com/word/%D1%80%D0%B0%D0%B4%D0%B8%D0%BE/#ru
You actually do with radio. It sounds weird in English to say "I listen to radio". At least as an American. We also say "I went to the hospital" while the English will say "I went to hospital" so maybe maybe it's fine without it elsewhere?
However, it's completely normal and typical to say "I watch television" (and, in fact, sounds old fashioned to say "I watch the television")