The first step of alchemy is understanding. That means, understanding the raw materials you are going to use, and how to break them down. It also means to understand the resulting item. You can't make something you don't know anything about.
A radio is a very simple device. It contains little to none electronics, and is rather easy to understand.
An automail on the other hand, is a very complicated piece of engineering. It contains engines, circuit boards etc. Which make it hard for a "simple" alchemist to construct.
If Winry for example would be an alchemist, she would probably be able to fix automail using alchemy, but even that would only be emergency fixes, and not a full repair.