It is a choice - a convention - to use sine waves. But it's a good choice, for several reasons.
Electromagnetic fields, waves and radiation are described by Maxwell's equations. There is nothing sinusoidal about nature, the equations work fine for any shape of waves, but it is easier to derive solutions, facts about nature, if a single frequency sine wave is assumed. Because, for example, $\frac{\mathrm{d}}{\mathrm{d}t}sin(t) = cos(t)$ you can find closed-form solutions for travelling electromagnetic waves, waves penetrating media of different permittivity and permeability, and even simple interaction with wires, without resorting to numerical integration.
There is no limitation caused by the choice of sine waves, if it's convenient, because any other waveform you might need can be made up of the superposition of many sine waves. You can also use an inverse Fourier transform to find the response of an antenna etc in the time domain, and then convolve it with your input waveform.
Finally, as it turns out, most radio communications are so narrow band that for antenna purposes, they are effectively sine waves at one frequency. For example a strong whistle on the mic of an AM transmitter will produce three sine waves, at (say) 27.999, 28.100 and 28.101 MHz, which are all close enough together that we would only analyse one of them. This is expecially true for amateur radio, where wideband transmission is further limited by the rules.
There are some interesting cases where sine waves aren't ideal though:
Ultra-wideband transmitters send actual pulses of EM radiation, with fairly sharp sides. They are band-limited to cover about 3-10 GHz (to reduce interference to traditional communications, especially GNSS). UWB required very special wide band antennas, that do not distort the phase relationship between the different sine waves that make up the impulse, ie. they must preserve the shape of the pulse. They are usually fat monopoles of some kind patent:
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There are even antenna measurement systems that transmit ultra-short impulses, and receive with a fast oscilloscope, to measure the performance of the antenna in the time domain, or at all frequencies at once. These have some advantages, for example you might not need an anechoic chamber as you can simply discard signals beyond a certain time, before the reflections from the ground or walls can reach the receiving antenna.
Also there is one quite powerful kind of electromagnetic simulation called Finite Difference Time Domain that divides space into a fine grid of small cells, and then over many small time steps, solves Maxwell's equations for each cell based the fields present in the adjacent cells in the previous time step. This is completely independent of the actual waveform of the EM radiation, but typically an impulse is used as a stimulus. If you want to see the response at a single frequency, the software uses a Fourier transform to derive it. For example, here is a short pulse of electromagnetic radiation being reflected from a dish antenna, or passing through a dielectric lens. [picture from youtube as linked]