they are plain and simply wrong - if they were transmitting from the UK that is.
Most, if not all music copyright holders will turn a blind eye if you copy a CD to play in the car, but that isn't the same as granting a copyright licence (which they don't).
The test I always apply is: If I didn't have the technology available to make a copy would I go out and buy another copy of the CD for the car (or whatever). If the answer is 'no' then I feel happier about making my copy - because I'm not depriving the copyright holder of any income.
That's the unofficial position - the official position is that under the terms of the copyright licence (which is really what you pay for when you buy a CD)you are not permitted to make any copies at all.