@idefix37 I got that. I've set a favorite station. I've created the widget on my iPhone. Once I've done that, I have the option to edit the widget. When I first do that (edit the widget) I have an option to display either "Nearest" or "Favorites" station. If I pick "Favorites" and select station, the widget displays the data as you show in your image. That is not the problem. The problem is if I select "Nearest" the display is No data as I described above.
In short, the issue is as summarized by the OP. The widget is useable. If I select a favorite, the widget works. I'm just confused by the failure of the Nearest function. Or is that not a failure to function as intended?