"Jon Rubinstein, head of the iPod division added that, in Apple's experience, customers just don't want radios on their iPods. "Believe it or not, we don't get a lot of requests from customers" for a radio, he said. "We're very hesitant to add new features unless we feel a significant portion of the customer base want it."
Well here is my request...
http://www.apple.com/feedback/ipod.html
Let them know!
The source for that extract is here:
http://hardware.silicon.com/storage/0,39024649,39152441,00.htm