Here's why:

* Electromagnetic radiation is energy: Radio waves are a form of energy that travels as oscillating electric and magnetic fields.

* Energy and mass are related: Einstein's famous equation E=mc² shows that energy and mass are interchangeable. However, this doesn't mean that energy has mass.

* Photons are massless: Radio waves are made up of photons, which are the fundamental particles of light. Photons have no rest mass.

While radio waves carry energy, they don't have mass in the way that matter does.