Both radio waves and light waves are EM waves. The only difference between them is frequency (1MHz to 300GHz vs. 400+THz).
Different frequencies refract in different ways. Lower frequencies refract towards the earth more. (This is somewhat linear.)
Different frequencies pass through obstructions or absorbed or reflect off of things differently. This is very nonlinear with specific ranges of frequencies behaving very differently than other ranges.
So, for instance, light (with a wavelength much smaller than a leaf) is completely absorbed by trees, where VHF and UHF is slightly absorbed by trees, and HF is barely absorbed by trees. In the 2-20GHz range, humidity attenuates the signal very significantly, and in the 10GHz-20GHz range, you can easily bounce (or scatter) signals off of raindrops.
Similarly, the HF range bounces off the ionosphere, where for frequencies above roughly 10MHz (depending on space weather), the ionosphere starts becoming transparent. But then there are random absorption bands for the atmosphere. For instance, some IR, some UV, and most x-rays are absorbed by parts or all of the atmosphere and it is transparent for in between frequencies.
Also, how much you can focus a beam depends on the relationship between the size of the focusing elements (antenna, dish, lens, etc.) and the wavelength in use. In general, to get a tight focus, the dish diameter has to be larger than the wavelength. So it is much easier to get a tighter focus with a higher frequency.