yep, compression is much greater on adverts, to make them "more effective", but in fact is just irritating, when you quickly have to reach for the remote.
Many commercial channels (radio and tv) "play games" with the regulations, going rather above the compression allowed, because usually nobody will notice!
For BBC radio, last I heard was Optimpod compression is used on all fm channels, including radios 3 and 4 (it might not sound compressed, but it is, in order to increase transmitter coverage!). I'm not sure about the digital versions (DAB/Sky/Freeview).