Try this out
https://news.iheart.com/featured/rush-limbaugh/
You will use some data, and obviously have to have cell coverage. The app is free thou.
It does appear the scan feature is no longer part of the programming for am/fm. It does appear to exist in XM thou.
Now that free streaming is included with the basic plan I feel a lot better about the subscription cost. I have the app on my phone and it's what I listen to in the shop, or in rental cars when I'm traveling for work. Work also hasn't shut down the xm site on our network so I can stream in the office too.
Without the streaming it would be much harder to justify.