Maybe the blast is further away, and the EMP isn't strong enough to harm your radio. Maybe while it's off without batteries the EMP doesn't induce enough current to harm the radio.
Maybe the EMP destroys your radio entirely, and you have a non-functional radio. Then you're not really worse off than if you didn't have the radio to start with.
For the transmitter: obviously nothing you can really do there to prepare yourself. Again it depends on where the blast is, and where the transmitter(s) are. Also, transmitters can obviously be moved around, so it's possible that the stationary transmitter near you is destroyed, but 24 hours later someone has set up a portable transmitter and started broadcasting (very likely for any disaster that has some semblance of emergency response after the fact).
And remember: this is going in your emergency preparedness kit, not your "nuclear blast" kit. Your radio is unlikely to suffer an EMP in the event of a hurricane, earthquake, extended winter storm power outage. In many of those scenarios, the radio would be useful for locating emergency response.
So, having a portable radio in your emergency kit isn't a guarantee that you'll have a portable radio in a disaster (it may get damaged in flooding, for example), but rather a gamble that in a disaster you'll have a 95% chance of having a workable radio.
I'm by no means an expert on nuclear blast survival, and what to do after the fact, but I do know that radios are a useful part of a disaster preparedness kit, that'll be useful in almost every disaster scenario.
EMP isn't magic: it's an induced electric field in any long conductor from the a broadband intense burst of electromagnetism - basically any conductor turns into an antenna.
This sucks for transistor electronics because they're tiny, and the induced current can easily damage and blowout MOSFETs.
But any sealed metal container is a Faraday cage: the net electric field across it is zero. Same story for anything buried underground - the ground is conductive and zeros out the induced field almost immediately.
So pretty much a metal box is high likelihood, a buried metal box guaranteed.
Is there some kind of national contingency plan for this or something whereby there's a a way to get critical radio infrastructure back up after a nuclear exchange?
A battery powered portable radio will let you access the information you need to know if you should be sheltering for 2 hours, 2 days, or a week.
Also, a battery powered emergency radio will be absolutely useful in a wide variety of other (probably much more likely) disaster scenarios.