Take it by the other way, for the emission as well for the absorption of EM radiation photons are a good description. The photoelectric phenomenon is a good example for the point that EM radiation is made of photons.
The description of EM radiation as a wave has some weaknesses. For a thermic source of EM radiation one will not be able to measure nor the amplitude nor the wavelength directly. For a monocromatic source (with small aperture) one can measure behind a double slit the distances between the fringes of the intensity distribution which is explained by the interference of outgoing from the two slits circular waves (Huygens principle). But since the phenomenon of fringes appears behind every single sharp edge and even for a stream of single emitted photons, the explanation with Huygens principle is not holdable for this case. Than more the evidence for wave nature is made from a pattern which intensity distribution has the equation of a wave (a sin equation).
But really there is EM radiation which directly measurable frequency. Radio waves are produced by accelerating electrons in an antenna rod by a wave generator fore and back. This induces the emission of photons. Such a EM radiation clearly has the properties of energy transfer with a wave characteristics.
The description of monochromatic EM radiation with a associated wavelength /frequency is helpful but not necessary. The description by the energy of the involved photons is enough.
More about photons, EM radiation and radio waves see this answer.