Do you ask Alexa to play it on Tunein? I'm in the UK so this may not apply to you but there's been a reconfiguring lately and Tunein isn't the default player for radio, the BBC is. Some others, like Radio Paradise (nowhere near as naff as it sounds!) have their own default so I don't have to specify a player for that, it just plays if I ask for it. Could be these reconfigurations have scrubbed your automatic access to NME and you need to find another way round.
I just tried it and got Euro Folk so I tried CDNX and got a German station called Radio Ton. Any help?