DAB: late,
VHF (FM): not quite as bad.
Pretty much all broadcasting now uses digital processing at some point in the chain (I mean downstream of the studio mixer), and delays can be quite significant. It's about seven secs between my PC decoding an internet stream of R4 and the off-air FM radio. For complex encoding schemes like COFDM (DAB) the receiver has a huge amount of work to do, and it's a trade-off between processor power/speed and battery life (power consumption).
Years ago, the BBC used to advance the pips, so that they were "right" for a VHF receiver in the home counties. That was when the only digits were in the BBC's transmitter distribution, and the delay could be measured accurately.
Nowadays, because the worst part of the delay is in the digital receiver, which is variable, they've officially given up trying. The pips are roughly right on VHF, MW and LW, but I don't think there's any guarantee as to which ones arrive at the loudspeaker first.
In the late 1980s it was already becoming a problem. I was involved in a Radio Two live show that went badly pear-shaped: the technical planner had decided the presenters would use small Sony MW receivers feeding their headphones (off-air), as a cheap way of letting them do two-way chats with each other and with London. The show had several locations as far as five miles apart, and complex comms.
The off-air delay was about 1sec (the BBC used Nicam, which it invented, to distribute to the transmitters). Once it went live, the presenters heard themselves coming back into their headphones with that delay. They couldn't speak, let alone chat with someone else (try it sometime!). They ended up listening to the question, then whipping the cans off to reply, then stuffing them back on again for the next question, and so on.
Needless to say, it didn't come over as very polished! But I did get to do over a ton in a police patrol car down the M5 (blues+twos), which was fun...
... happy days.
E.