radio waves propagate through air or penetrate material more than visible light. is it correct? why
Longer wave lengths always penetrate deeper than shorter wavelengths.
OTOH, they also carry less energy.
That is not always true. X-rays penetrate deeper through matter than visible light, yet are of a shorter wavelength.
Electromagnetic propagation is a complex subject, especially when talking about a medium with multiple layers of differing properties such as the atmosphere. There are few simple rules.
It doesn't answer your question exactly, but if you'd like some info regarding radio wave transmission check out module 10, chapters 1 & 2 here: http://www.navymars.org/national/training/nmo_courses/NMO1/NMO1.htm
There is no simple explanation and in fact is note entirely true. The ionosphere blocks long radio waves effectively. To understand how some particular wavelength interacts with some particular material requires a deep understanding of the nature of light, matter, and their interactions. You might as well have asked the simpler question "Why is glass transparent" and you've gotten pretty much the same answer.
Separate names with a comma.