Rights fees is the likeliest cause. Also while Fox has more viewers at any given time CNN draws more viewers in a given month. This is because the various Fox shows appeal to a much more loyal audience that watch multiple programs.
Of course in radio that might be a real plus. It might even mean that the Fox audience would be more likely to sub to sat radio if it were offered.
If you are really curious I would write to both companies and see what they say.