Had you done the quest for it yet? The one after talking to Three Dog , and fixing his broadcast dish on top of the washington memorial. If not , when you go out of range , it will disapear from the available channels. Even if you were only hearing static prior. Where exactly are you now that youve noticed its gone?
Well after some searching myself. It appears that some situations and instances can make it disappear.
For example "The Adventures of Herbert Daring Dashwood" But also traveling to DLC locations.
Check what the Fallout 3 Wiki has to say about GNR.
http://fallout.wikia.com/wiki/Galaxy_News_Radio_%28radio%29