Basically electromagnetic waves have many frequencies.Most objects block only certain narrow frequencies. Most objects in universe, and in earth, happen to block frequencies that correspond to visible light.
Either we adapt to fail to see through wall, which is a biology issue. Or there is something about the frequencies of visible light that make it impenetrable to it.
What is it?
What is so special about 300 nm to 900 nm that most light can't penetrate most objects on earth?
There is both, a biological and a physical reason.
We do no see through most objects because we see in the visible light spectrum and this you can blame biology. A large fraction of Sun's radiation is in the visible spectrum so it is reasonable that animal eyes had evolved to see in this range. If we were able to see in the X ray spectrum, we would see through many objects that we are not able to.
On the other hand, visible light cannot help us seeing through a concrete wall because it does not go through the material. Depending on the material, (visible light) photons are absorbed or scattered before reaching the other side of the wall. For other materials, such as glass, the light photons barely interact with the material and therefore can reach the other side. Once there, they can be reflected by other material, goes through the glass again and reach our eyes.
