To make an extremely complex subject down to a simple answer is very difficult and as I read the postings I see most are willing to just have some fun instead of trying to answer the question. That's perfectly alright and something I would do if I was cleaver enough to do that but I'm not.
So, here is something to consider. How does the light from a distant star make it's way through the darkness. Electromagnetic waves are just like light except much lower in frequency. There is nothing but the void to disturb and adding something to nothing isn't really that hard. The "Why?" part is a bit more difficult. The ancient times the people then knew the light was from a god, we know now that is just not so. At least some of us know that.
The explanation of RF would appear to be magic and still does to some. This is something we just take as an everyday part of life now. TV, radio, cell phones, microwave ovens are acceptable in life today. Three to four hundred years ago such knowledge would get you burned at the stake.