Given the junk food analogy, things with much higher information density would be like drinking neat olive oil.
I think a more useful thing is to filter news down to only that news which is important rather than merely engaging, and leave engagement for either friends or hobbies with a ratio depending on your personal level of introversion/extroversion.
I just checked front side of CNN, first 6 titles are about some unofficial trip. They do not know if it will happen, what will happen, where it may happen, what that means...
There is no value for me there. Even if I invest time into filtering, there is no value to gain from that. Maybe it is important, but I am not policy maker or investor, it is not important right now for me!
I can find out about that visit week later, after it actually happened. Without all the speculations and opinions. And since it will be podcast I can listen while running or exercising, and with much lower investment from my side.
I think you've underestimated what I mean by filtering in this case: unless you're a politician, almost literally all political news is pointless; unless you are a game developer or unsatisfied with your VR headset, literally all news about VR headsets is pointless; there's no point watching a weather forecast for any place you are not going to be in; unless you're an investor or looking to invest or borrow, financial news is pointless; unless you're in the royal family or selling memorabilia, gossip about any royal family is worthless; …
Does CNN have any content that's genuinely important to you?
But the argument also applies to podcasts: no value in any fact-based podcast if you don't act on the information it gives you, just as there's no point in fiction-based podcasts if they don't entertain you.
That is a news equivalent of junk food. Clickbait partisan outrage generator.
I would suggest some independent podcast with daily or weekly summaries. Much higher information density.