It's similar with the radio. Any song or album is available online, but sometimes I just want to listen to music, without finding a new playlist every hour, or switching songs constantly. Music streaming services online have this covered to some extent, but there's something comforting about a box that's sole purpose is to play music, and that's where the radio comes in.
Imagine if you had a box next to you, and all it had was a volume knob and 8 buttons, each for a different genre of music. You push classic rock, and it just starts playing a non-stop stream. Get bored with it? Switch to electronic. Your only choice is which genre, and how loud. No sign-up, no advertisements, no accounts to manage, no downtime, no social media, etc.