My apologies, but I must correct your claim:
Air is required for sound, not for electromagnetic waves.
Radio waves and light are both electromagnetic waves, the only difference is wavelength.
The 15 GHz satellite TV carrier (radio wave) has wavelength of 2 centimeters.
Visible light has wavelengths from 760 to 380 nanometers.
If light can propagate through vacuum, so can radio wave.