I fully understand you. But I think you don't have any other choice.

couldn't find the app in play store. And don't want to install an external one.

Thanks Carl. That's interesting, but I couldn't find that app in play store. And I don't want to install an external apk. And I couldn't find another fm radio in play store either.

Have you considered installing a different FM radio app?

Try this app I found: Link

Hope that helps!

No. Just gave up FM Radio.

So, have you solved the problem?

Yep :)

That's odd, the radio should stop once you remove the headset. The headset is needed because it acts like the antenna for the FM radio. :)

It's FM Radio, not the internet one.

Just to confirm, are you pertaining to FM radio or internet radio?

Haven't noticed it happening without headset. Usually it happens when I do something in parallel.
Once I did hard reset and tried radio before installing any app. And the problem didn't show. But when I installed some apps it started showing again. Samsung support said it may be due to conflict between some app and radio. If so, how can I identify that app?

How about if you remove the headset, does it continue?

It's the built in Radio 1.0 application.

What radio app are you using? Maybe it's just a glitch in the app.