Why? because he is NOT in it (Other than narrator). It is a very funny and warm story about a young kid and his adventures in the heyday of radio entertainment and through his eyes we see the various shows that was broadcast back then and meet some of the actors. It is hillariously funny and quite gripping at the same time and s lot of the stories are real stories f.inst about the little girl who fell in a well. If you love old radio shows and music you'll love this movie. If you want this movie speeded up and added some mayhem i can reccomend "Radioland Murders" which covers app. the same period.
btw: Sorry for the title but i really CAN'T stand the caracter Woody Allen plays in all his movies.