Check the Setup menu for the Radio, there is one option that is marked "Dx/Local" (or similar) which decides whether to accept weak stations or not? This may affect whether a particular station is accepted if it is borderline signal strength?I have the A3, 3.0TDI with FM. I have the B&O. I seem to get poor reception on certain stations that I didn't get on the A3.
Also, check BBC stations in your area. If they are also poorly received, you may have an issue with your antenna. The antennas are usually in the rear screen, boot lid, or roof mounted depending on the options in your car. It is an amplified setup so poor reception could also mean an electrical issue if the amplifier is not operating.
Hope it helps, not trying to scare you, just offering alternatives from which to eliminate the obvious!