Thanks for reaching out about this.
While this isn't currently possible, there are a couple of related ideas that you can add your vote to:
Thanks for reaching out to us.
We always strive to better our app and the experience with it. We appreciate you taking the time to share your feedback with us and will make sure to pass it on to the right team.
You can head to the ideas @Peter suggested and add your +Vote. You can also Subscribe to the threads so you can stay up-to-date with any relevant news about this.
If you don't have a good mobile connection or you want to save data, you can download the episodes while on WiFi and turn on Offline Mode. You'll then be able to listen to the audio of the podcast with only the app being offline. No need to turn on Airplane mode to disable any other network functionality.
Hope this helps. If you have questions, we are here for you.