Hardware Radio Tuners is one of the unknown big battles of mobile phones. Its a 10c chip and would allow people to listen into broadcast radio whenever without data or mobile reception. But phones are about data so many makers don't include this capability and insist you download the music instead of recieve from the air.
The S9 has such a tuner though (if your phone is unlocked). Suggested apps here
Hardware radio was only in the US/Canada models of the S9 as they have the Snapdragon chipset.
In Australia we get the exynos chipset which does not have the hardware required for a FM tuner.
Your Australian model phone (if you got it from Optus, Telstra or Voda) does not have the hardware in the device to tune into radio.
Your only option is an app that streams radio stations ont he internet (using mobile data)