You can not "take" someones radio wave and rob them of its possession, because when they broad cast it anyone could receive it, and if you are taking enough action to "block" its transmission you are violating many other scarce goods rights like invading their property.
All the other things you listed are scarce, not easily replicated, and taking of them means the other party loses because they are inherently scarce goods. Almost anything made of atoms is scarce, and anything made of electrons or photons is not, because as a property of the universe that made of the latter can be easily replicated for almost no effort but the former takes significant effort to reproduce from modern resources.
In the same vein, if you steal the radio, I no longer have it. If I broadcast on a frequency, I am not robbing you of your ability to use it, but it generates interference. If both parties have benevolent intentions (and in the absence of such, one can prosecute the other for sabotage and extortion for using hostile interference in the same vein that a company "owning" spectrum can sue someone for using it at all) then it is in their best interests to collaborate and mitigate the interference they impose on one another.
If they have no other option, it is not fit for a state to violently prevent one from using an infinitely reproducible resource while the other gets exclusive control over its usage.
Would you be ok with the sale of the visual light spectrum? Both radio and visible light are electromagnetic radiation. Doesn't it sound absurd to have the luminance of purple light the exclusive property of some corporate entity?
Here is another thing - the consumer electronics used in the US that are under these byzantine laws about spectrum usage are not operating in a global vacuum. They are bootlegged across India, China, and other nations that don't necessarily have rigorous spectrum laws in place that are enforced. These places self organize (with bumps and issues) into using radios without the need for control of what frequencies of electromagnetic radiation you can generate.
This sentence contradicts itself. What is "interference" if not something that robs one of one's ability to use a radio frequency?
You can still use it, but your usage is diminished. On the electric grid, there is a peak voltage the line can feed to all recipients before it is maxed out and can't provide more juice. If I am on the grid with you, I'm diminishing the maximum power you can take off a sufficiently strained grid. It isn't stealing from you to use it though, and in the case of power there is very little litigation about people consuming too much electricity (from what I know).