Consider that electric and magnetic fields can't pass through everything either. The magnet in an old disk hard drive does not pass through "mu-metal", a type of alloy that is good at redirecting magnetic fields.
Electric fields don't really pass through Faraday cages either, something that is important for shielding electrical components.
The key quantity is the relative dielectric permittivity $\epsilon(\omega)$ and magnetic permeability $\mu(\omega)$. Here $\omega$ is the frequency of the electromagnetic field.