A photon (or packet/ parcel etc) may have a wavelength that will not penetrate (say) a microwave oven door screen (but visible light will pass through the 1mm hole - microwave photon wavelength is around 60mm).
Radio techs talk about goldilocks frequencies that penetrate building materials (good for radio comms etc). Each pulse transmitted from an antenna is a transmission wave of zillions of photons. The transmission waves may be many metres apart. So it seems to me that the transmission frequency has nothing to do with the capacity of the photon to penetrate a substance as each photon had its own wavelength. Maybe it's the power in each wave that imparts the photon wavelength? I don't know - but it still doesn't explain these goldilocks frequencies. Is there a relationship between transmission frequency and photon frequency?