On a Mac, the closest I could get was sharing the station by copying the link, opening it in a web browser, and saving the URL to a folder. Just for aesthetics, I changed the folder icon to the Apple Music Radio logo, then added that folder to the dock and viewed it as a list. These links open in Apple Music by default.


On iOS or iPadOS, you can use the Shortcuts App to create shortcuts to readio stations you can access from the home screen.
But these are all workarounds. This is still not really what you want, which is to collect stations within the Music app the way you would collect songs into a playlist.