Electromagetic Waves Behavior In the radio spectrum, higher frequencies attenuate faster. Also, in my understanding, higher frequencies travel more along line of path. 
Lower frequencies can penetrate through solid materials but higher frequencies cannnot (it depends upon the structure since light can travel through glass too)
Why is then we can see starlight. why doesn't it attenuate. Why laser light can travel longer distance?
 A: The energy in an EM wave propagating through a lossless medium ( vacuum of space) is constant when integrated over the total area of radiation at the wave front . In an isotropic radiation( equal radiation in all directions) the wavefront is spherical and like the surface are of an inflating balloon, it becomes greater as the ballon expands - ie the radiation wavefront moves outwards spreading the same energy over a wider area. What does this mean? To receive the em radiation, a receiving aerial requires to capture the EM  energy , this means  that it has to cross a physical structure comprising of a conductor or cavity that is resonant. perpendicular to  either the electric  or the magnetic component of the EM  field at the wavefront  ie to receive information carried by it. The larger the apeture or cross sectional area of this structure  presented to the em wavefront the larger the energy ( received signal , voltage  or current) So for an  aerial of fixed size,  the recevied  energy becomes less  the greater the distance from the transmission as the same transmitted energy is spread ou over a larger  area as the distance increases . Most practical transmitting aerials ar focussed to some extent  - as the isotropic  radiator is a theoretical ideal, this means that the energy loss over distance  is less than for the isotropic case .That is why your TV aerial is the shape that it is - it has directionality, sacrificing  omni direction performance  for distance -these focused arrays improve the signal to noise ratio also because they  receive higher energy from the transmitter than from other  possible unwanted sources. The extreme case of focusing EM waves is the laser, as mentioned  JeneralJames . Laser light wavefront has  is very  shortwavelength in relation to  radio frequencies,  and is highly coherent and therefore will  spread over a much smaller area as a function of  distance because it is relatively easy to  accurately focus.  Radio transmissions / ( RF)  are also highly coherent but because of there much  longer  wavelength it is difficult to provide the accurate focusing that can be achieved at light frequencies - due to physical  parasitic or stray  inductance and capacitances in the aerial array. JeneralJames is also correct in that  energy is also lost or more correctly absorbed  when "lossy" objects are encounted and that loss is dependent on the frequency and the type of object ( eg steel buildings at low frequencies - wet  leaves at high freqencies) - plus mosture or or free ions in the atmosphere ( ionoshere)  
A: OK Shimano. It is sometimes difficult to  provide an answer that is crystal clear!.Sometimes an analogy can be useful:- Imangine you have a garden hosepipe with an adjustable nozzel.  You want to water your garden , by standing in one position only.  nStanding still  with the nozzel facing one direction, you can turn on the hose and adjust the nozzel to produce a wide spray which covers and area of ground  near to you with water ( isotropic case). If you want to reach furher you  adjust the nozzel to produce a narrower stream, producing more of a jet - which travels farther ( assuming the same  water pressure is available from the tap). By making the nozzel smaller  you can reach further into your garden, but covering a smaller area than before ( focused or laser example!) . In all cases the distance covered can be increased by  raising the water  pressure from the tap ( equivalent to raising  the transmitters power). This is only a rough analogy to demonstrate a  principle.  There are other factors such as frequency which affect the distance reached which are not  possible with this annalogy. In the case of light from  a star which is assumed to be  perfect isotropic radiator - you see it over  millions of  light years distance - purely because of it  immence radiating power compared to a gsm signal . All EM radiation will propagate across a distance  depleting in strength  below which we can no longer recieve it - as we reach a  limit where it become indistingusiable from other sources.  I hope that helps
A: As an addendum regarding  the ability of  EM radiation to pass through objects and  tendency to be line of sight at gsm frequencies. First of all ,  let us think about wavelength ( or its inverse frequency)All EM radiation in freespace  away from any objects , by that I mean many wavelengths distance, propagatesnaturally  in a straight line away from its source. This is true for all frequencies, ie highest frequencies are no more straight than lower frequencies. However,  the direction of propagation can be modied by the environment (or medium)  in which the EM radiation is travelling. We are now no longer  talking about  "free space". Here on earth we have objects and mediums which can be closer in distance to the source than  one wavelength. Typically for what we call  "Long wave" radiation  less than say 500 Hz (600 metres) very long distances can be achieved - well beyond the horizon as the EM radiation  tends to be bent by the curvature of the earth. This is to do with the conductivity of the earth ( ground) surface) as it causes the  wavefront to slow slightly  a the point  it penetrates the ground ( induced current voltage in that medium). The  proper term is diffraction - the same principle as a beam of light passing  through a prism. This is called the ground wave mode of propagation . At much lower frequencies where the wavelength is say 60 miles the EM radiation can propagate easily  right around the world, this is because the Earth and ionosphere create a wave guide - similar to the hollow tubes that used for very high frequencies - typically above a Ghz. This is called ionospheric propagation and is widely used to communicate with  submarines for obvious reasons There is also another  ionospheric mode  which allows "short  and medium " wavelength  long distance propagation, by multiple reflections of the wavefront between earth and the ionoshere. These "non straight" line modes exist purely because of the presence and characteristics of a  medium or  mediums   and their  relationship  to the wavelength of the EM radiation in question. In the case of a GSM signal - you are correct - these are pretty much straight line  line of sight propagations, except where reflections occur. This is because the wavelength is  short enough  such that the diffraction effects from the ground and atmoshere are much less significant at these  frequecies. The EM energy absorbed  by objects is also related to  their size / dimensions in terms of the wavelength.  Metal  lengths and loops of steel framed buildings absorb or reflect more energy   the closer they are to the wavelength or sub wavelengths - particularly maximising at 1/2 and 1/4 wavelength. The object's conductivity is also a factor as it readily absorbs energy . You can see why  gsm and microwave signals are attenuated more by trees , leaves fog  mosture   and cannot penetrate so well, concrete  buildings with  metal rebar mesh etc and how such structures tend to reflect rather than absorb , due to having sub wavelength resonances. Distances are maintained by the use of fucused arrays are explianed before. 
