Haven't seen this mentioned...
When in the Radio, a long tap on the station number or dial bar area pulls up a menu:
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pin to start
settings
switch to speaker
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'settings' allows 'region' defaults: 'North America', 'World', 'Japan'
'switch to speaker' toggles between speaker and headphones.
You do still have to have your headphones(or a line out/something) plugged in to make the radio play but any makeshift antenna that plugs in would likely work if you really want to listen thru your phones speaker for whatever reason.