The real answer: that’s a really good question. We don’t know.
Electromagnetism is fundamental as far as quantum mechanics is concerned. To give a “cause”, you would need to know something simpler and more fundamental. But physicists don’t know anything more fundamental.
All we know is what we measure. And what we measure is that they oscillate and form waves. If the wave is cohesive we call it light. If you want to know more details about *how* it oscillates, check other responses. Or go to school for physics!
Richard Feynman puts it beautifully when asked how magnets work.
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