10W? That's rather a high estimate. Even my small DAB radio only use draws 4.5W. (DAB sets can require about 18 times as much power as traditional radios).
The highest electricity tariffs might charge rather more than the 10p per KWh quoted by Hymie but it's hard to see how the total cost of electricity, for typical 8 hour shift, could exceed (at the most) 2p.
However, having a radio switched on in a workplace requires the employer to pay for a PRS licence. The employer might be concerned that he'll have to fork out £86.77 per year (which covers a bar area of up to 120 square metres) or £130.16 per year (which covers larger bar areas). Even if he only has to pay the standard rate for a sole employee to listen to music on the radio, it's still £44.00 (+VAT) per year.
Chris