Ahhh, ok that explains it. I have an unlocked imported GS2 on ATT, so I have the radio app. The radio app you tried, was it the Galaxy SII radio app, or just something off of market?
It is probably possible to try installing the one that's on the international phones and see if that Radio app works. If not, it may be missing or disabled as you mentioned. Unfortunately I don't have experience with the ATT version of the phone, and haven't heard anything regarding the FM radio.
sorry.