Why does a radio still work inside a metal box?
Normally AM radios use a magnetic loop (ferrite rod antenna) for picking up the H field part of the electromagnetic wave they are trying to receive: -



A closed box of steel isn't going to substantially prevent the H field penetrating inside. Think about the fact that you can extend the range of a magnet by putting some iron on one of the poles. If it were mu metal (rather than steel) the eddy currents set up might start to substantially reduce the H field of course.

An FM radio probably uses a short dipole (to be able to place it inside the chocolate box tin) and significantly this receives the electric field part of the EM wave so, the box is acting like a faraday cage and blocking the signal. A short dipole is also not going to naturally pick up anything like the sort of signal needed - typically a quarter wave at 100MHz is 0.75 metres and if choc boxes were that sort of size I'd be impressed!

Having said all of that, my answer is only justifying the facts as stated in the question. If someone asked what would happen if a radio were placed inside a choc box tin I'd still mention the H field and E field reception stuff but, intuitively, I wouldn't be able to make a call on it one way or the other.