EM waves have this property thanks to effect of resonance in the reciever. Neutrinos will have this property (but better) once we learn how to emit and detect them efficiently.
And no, resonance isn’t the reason for EM. Faraday cages are not resonant, and they block (certain frequencies of) EM. Neither are lenses, and they make directional detection of EM much easier. And, honestly, I’m not sure what the right word is for individual photons being absored by atoms or molecules.
EM is a fundamental force. Everything interacts by fundamental forces, even neutrinos, but even though I think neutrino communication is cool and potentially useful in limited circumstances, it’s not reasonable to just assert that aliens will be chatting interstellar with them. EM is about the best you can get for interstellar because there’s nothing in the way to block it. Neutrinos are what you would use if there is a lot of stuff in the way — like, say, a planet or a star — and you benefit from the slightly lower lag time of going through it instead of bouncing around it, or you can’t go around it because thing you’re talking to is in the middle of it.
Even if you posit that super advanced alien technology can make wormholes, the only way you’re going to get anything other than light going through them is if they turn out to be really small and it’s better to have a high energy electron (=small DeBroglie wavelength) beam going through them.
Axions [1]!
Space is mostly not-things.
(With some interesting exceptional cases.)
I'm not aware of any useful neutrino lensing mechanisms, either.
We don’t have an easy way to detect them but a more advanced civilization might.