So after only a very small ammount of research I found college courses taught by radio. It was an AMRAD station in Boston, WGI that was the first radio station to offer college courses by radio. In the year 1922, they began a series of twice weekly lectures by Tufts University faculty.
In the 1930s Oglethorpe University fostered many innovations among which was the "University of the Air" experiment, which broadcast college courses by radio in the 1930s. It was not the first, since WGI beat them to it, but it was a notable experiment, which lasted about five years, broadcasting college credit courses on the air waves. At the very least it gained widespread attention to their campus radio station, 1400 WJTL-AM. incidently it's named after benefactor John Thomas Lupton. Sadly only a few years later in 1935, WJTL was purchased by a private organization and moved to downtown Atlanta. The call letters were changed to WATL-AM and eventually WCOH-AM.
[I notice in s related licensing fandango 2nd adjacent 1420 WATB-AM is moving to 1430... is the relatively underpowered 1400 stick moving back to Atlanta?]
There do not appear to be any active college courses by radio in the US. But in Australia the RADIO AUSTRALIA has a lifelong learning program that carries college courses by radio.