I think you're right (audio frequency doesn't appear in the formulas I found for sound energy), but I don't think the analogy fully demonstrates why, since it's also possible to have bright or dim light of a particular color!

The issue about the energy of electromagnetic radiation depending on frequency is, if I understand correctly, a quantum issue.

https://en.wikipedia.org/wiki/Photoelectric_effect

That is, quantum theory explains why there is such a thing as nonionizing electromagnetic radiation.

It's also possible to have faint blue light, and bright red light.

Sound energy is quantized too, but for audible frequencies, hf is small compared to kT, so quantum effects are swamped by thermal effects.