Every Galaxy S has it, only the Galaxy S4 hasn't we are talking about the FM Radio. Samsung decided not to bring the FM Radio application to the Galaxy S4. According to Samsung people listen more to online broadcast radio streams. (which costs data)
What do you think do you miss the feature of no FM Radio? Or do you listen as Samsung said, to own music and online streams?
Below the explanation by Samsung Russia.
Our studies show a trend shift of interest to digital broadcasting, specifically – focus on listening to music content in social networks or on the channel YouTube. The flagship model of our products are focused on customers who use digital content, which use modern formats and channels of information consumption. (translated from Russian).