On the contrary, a single photon can pass through two slits and interfere with itself on the other side. That's a characteristic of a wave even though it is a single photon. Even single photons exhibit the wave/particle duality. EM fields consist of photons. It is the choice of detector built by humans that collapses the probability function into a particle or a wave and it can be either - your choice. The EM wave surrounding the wire consists of a cloud of quantized photons progressing from free electron carrier to free electron carrier at the speed of light in the medium. Perhaps a quote from Feynman would help: "So now, I present to you the three basic actions, from which all the phenomena of light and electrons arise: -Action #1: A photon goes from place to place. -Action #2: An electron goes from place to place. -Action #3: An electron emits or absorbs a photon." When Feynman says "light", he is including radio frequencies.