No Radio option in Music on macOS Big Sur 11.5.1?

I've just been setting up an M1 MacBook Air for a friend. Running macOS Big Sur 11.5.1.

According to Apple Support (https://support.apple.com/en-gb/guide/music/mus0456fe22c/mac):

"In the Music app on your Mac, click Radio under Apple Music in the sidebar."

But there is no Radio option! Instead of Listen Now, Browse and Radio I only see Listen Now and Browse.

I have looked through preferences etc etc and there is no option to show the Radio option. How do I get it?

BTW for anyone struggling to get their previous Internet Radio options back you will need to get the streaming URLs for your stations, play them via File | Open URL, then add them to a playlist.

For a start see iTunes | Internet Radio (kudos turingtest2) for Apple's list of streaming URLs.

Also: https://www.youtube.com/watch?v=SQ4ZPVKtyHU