I like musical radio. What I struggle with is conversation or dialogue with no visual aspect. A filmed interview is great because watching and listening holds my attention in a way that just listening doesn't.
If I try to listen to a podcast then I've got things other than the podcast vying for my attention and I have to keep pulling it back and relistening to keep from missing things. It isn't the same with music because you don't have to follow arguments or concentrate in the same way. I can't browse the internet whilst also trying to follow someone discussing, say, philosophy the way I can whilst listening to Basic Channel or whatever.
Also, the podcasts I've tried listening to have just been quite dull. I run into the same problem as Luka of feeling they're just rambling a lot of the time.