HF propagates through skywave (most reliably from 5-30MHz), which is where the signal bounces off the ionosphere.

In the MF (AM broadcast) band, you can observe this at night - in Australia I can pick up the 50kW Melbourne ABC station (public broadcaster) at 774kHz with a good radio, just about across the entire country.

In the LF (longwave) band, the earth’s surface and the ionosphere start to behave more like a waveguide than skywave. This is actually more reliable/consistent than even HF, but you need massive transmitting antennas due to the large wavelengths involved.

HF also generally wins for distance covered per watt - despite the massive power of Radio 4 longwave, I’d have no chance of hearing it reach Australia.