How to get customizer to refresh when using radio buttons control

The answer is very simple. Change the transport property to refresh:

$wp_customize->add_setting('cb_color_scheme', array(
  'default' => 'blue',
  'type' => 'theme_mod',
  'transport' => 'refresh', 
  'capability' => 'manage_options',
  'sanitize_callback' => 'wpforge_sanitize_cs_selection',
  'priority' => 4,      
));