Many phones just use the headset cable as an antenna.

Broadcast FM radio has a wavelength of around 3m which is much larger than cell frequencies. Broadcast AM actually is much much longer than FM due to its low frequencies. If you take 800khz near the center of the dial, the wave length is about 375 meters.

AM antennas are smaller because they are generally not very good. Most I gave see in cheap radios are wire wound around a ferrite core. That matches the impedance but the loss is high. It's usually ok for AM broadcast though because the power levels are HIGH and there is minimal multipath distortion.