I used to be able to play a radio station from a playlist but that feature was removed today or yesterday :(
Please add it back right away it's my favorite feature.
I'm using the OS X desktop app. I no longer see any playlist radios in my "Recently Played" section either.
It used to be in this menu...
Updated on 2018-12-23
A similar idea has also been suggested here:
Please vote for it, and add a comment there, so it may be considered. Any update on the matter should be posted there.
For more info on how the Ideas Board works, click here. :)