the waves need a medium to send its information. particles just travel even without a medium.
we on earth are just trying to capture the signals generated owing to the particles from the outer space. the information generated due to the waves get lost within the medium blanket surrounding the source. those poor waves can't move in the empty medium-less space.
does it mean that to really capture all the aspects of the information we or our machines should be physically present within the medium blanket of all the celestial bodies of this universe? sounds like a daunting task, better be satisfied with those electromagnetic bits. ;)