Re: Why is it
It is due to how copyright is constructed. The radio company pays for the right to stream/broadcast the content, while you as a listener need pay nothing at all since the act of listening is not relevant to copyright (only copying the content and various forms of making it available to the public are).
However, when you put the content on loudspeakers in a pub or such place, then you are the one making the content available to the public, and thus the one needing some form of license from the copyright owner.
Each new act of copying or making the content available to the public needs to be licensed.
Not saying that I personally think this is ideal, or that it must necessary be like this. In fact, copyright has historically solved this situation in different ways. But currently, this is the way it works.