Radio waves are made BY electricity in human tech, but are not made OF electricity. While a long range transmitter may need hundreds of watts of power, electrons are not radiating out from it.
Also, we SORTA do. Visible light is part of the electromagnetic spectrum and your eyes detect that, but it’s up in the terahertz frequency range where the waves tend to bounce off most things and frequencies are filtered differently by different materials which causes what we call “colours”. So there’s that.
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