I'm not entirely sure specifically about a 'dog in Gintama sad radio story'. Gintama is known for its wacky and often emotional storylines. It could be that there's a story within the Gintama universe where a dog is involved in a sad event that was perhaps told on a radio - like a character reminiscing about a dog they lost or something similar.
Regarding the 'dog in gintama sad radio story', it's difficult to give a precise account without more details. However, in Gintama, there are many elements of loss and emotional turmoil. The dog could be part of a sub - plot that delved into themes like sacrifice or unrequited love. If it was on a radio within the Gintama world, it might have been used to convey a message or evoke certain emotions among the characters. It could also be that the dog's story was a metaphor for the overall mood or situation in a particular arc of the series.