Seems like this is currently not possible. You can request features through the Windows Feedback app for Windows 10 and Windows 10 Mobile - unfortuantely the UserVoice site is being phased out right now.
The official FM Radio app has been discontinued by Microsoft.
If you want to keep listening to FM radio, you can use a third-party app. This article has several suggestions - Radio FM Phone, FM Radio Player and Tunable FM Radio.
Alternatively, you could try an Internet-based radio app, like iHeartRadio, Pandora or TuneIn Radio.