Radio waves actually travel at the speed of light in vacuum, which is about 300,000,000 meters per second. It is fast enough for anyone on Earth to contact others on Earth in less a second. Radio waves are electromagnetic waves, so is light. The differences between light and radio waves are their frequencies and wavelengths.
Wavelengths with different sizes also have slightly different properties. For example, radio waves have a longer wavelength and lower frequencies, so they are less energetic than visible light and that is why radio waves have relatively no effects on human body.
It is also because of their differences in frequencies and wavelengths, radio waves can pass through certain materials that visible light can not. However, when light encounters a thick and opaque material, it is likely to be reflected or absorbed. That is why, people can use cellular services inside buildings but can not do so in elevators.
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Yes, it seems strange at first but radio waves *are* a kind of light, just with longer wavelengths than visible light as you mentioned. The different properties of these types of light also have profound astrophysical implications. Like you described, long wavelength light is better at *not* getting absorbed and can surprisingly pass through things we may not believe possible. You gave the good Earthly example of buildings and elevators; in space, astronomers love observing in the infrared or radio to look through places with a significant amount of dust. Look at the difference between visible (left) and infrared (right) for yourself!
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