Quite hard to do this reliably with 1000's of signals in a constricted space. It also requires considerably more circuitry than wiring would, the very first trick of routing is that you try to do your placement in such a way that the routing of signals is trivial. This is of course not always possible and it's a very complicated problem at chip scale but I don't see how adding 1000's of RF based signals would help here. You simply have to make sure that stuff stacked vertically lines up where you want the interconnects to be. After all, RF would not only require a lot of bandwidth, it would also right away require error correction and all kinds of transmission lines.

Optical would probably be even better than RF (and that too has its problems).