No it is not universal at all. For example, some materials are transparent, kind of like glass for light, another well known EM wave.

You have to look up materials frequency response: on earth, for example, athmosphere does not have a monotonous response (look at http://www.gb.nrao.edu/GBTopsdocs/primer/spect002.gif for example). Same with water: https://en.wikipedia.org/wiki/Electromagnetic_absorption_by_...

Really, WiFi 5GHz is just well absorbed by walls and buildings, that's all.