What happens when I select "new station from song" in iTunes 12.2?
Seems like this is a bug in iTunes, happens to me as well as others. There's a few posts on the apple support forum:

https://discussions.apple.com/thread/7106282
https://discussions.apple.com/thread/7115175
https://discussions.apple.com/thread/7112080

There's more if you search there, but no solutions available.
UPDATE:
Bug is fixed for me in iTunes 12.2.2.25