So according to the Amazon Q&A the MP3 built-in player doesn't support playlists nor does it have a shuffle mode and it appears to play files either in the physical order they are written to disk which is not how Finder will display them. Also it seems to use the artist ID3 tag and will group files for playback based on the artist ID3 tag. You might be able to edit the artist ID3 tag within the MP3 file so as to ensure the files play in a somewhat random order of your choosing.
But honestly, the built-in MP3 player is quite unsophisticated to the extreme.
The radio does have bluetooth have you tried sending a playlist from the iMac to the radio treating it like a dumb bluetooth speaker? Thus using the iMac to control the shuffle, etc.