Exercise A-47 in Milne's Fields and Galois Theory notes asks to prove that if $p$ is a prime number and $F$ is a field of characteristic zero such that every irreducible polynomial $f(X)\in F[X]$ has degree $p^n$ for some non negative integer $n$, then every polynomial equation with coefficients in $F$ is solvable by radicals.
I already solved the exercise. The key is to show that the Galois group $\mathrm{Gal}(\overline{F}/F)$ is a $p$-group, where $\overline{F}$ is the algebraic closure of $F$.
Question: For a fixed prime $p$, is there any field $F$ satisfying the given hypothesis?
For example, for $p=2$ the answer is yes: any real closed field satisfies the hypothesis. What are such examples for other primes?