Yeah, my first thought about fields was "Isn't this just the aether in fancier clothes?" But the distinction is profound: to the 19th century physicist, the aether was a fluid that filled all of space, i.e., it was something that existed in space. The problem was that no one could explain how this incompressible, massless, zero-viscosity fluid actually worked. And when the Michelson-Morley experiment couldn't detect it (no big surprise there), physicists abandoned the notion of an aether.This just seems like the magical, "aether" like there is no mass to use to transfer energy, so it must be propagating irrelevant to physical mass.
To the 21st century physicist, however, fields don't exist in space -- rather, space is made of fields. This isn't just a semantic distinction; QFT describes precisely and in a falsifiable way how interactions between these fields give rise to all the components of matter. In other words, where the aether was an explanation of EM propagation through space, fields are a full theory of matter.
The energy comes from the source, e.g., the radio transmitter. You use energy to wiggle the field, and that propagates as EM radiation. Both the laser and the radio transmitter are working with the same kind of stuff, electromagnetic energy. The only difference between visible light and radio waves is frequency.OK. I can fire a laser into space, and the light travels just fine. I think radio frequency energy would do the same. It can even be focused with a parabolic antenna. Just it isn't wiggling any mass so it must be just radiating like light??? It is, in and of itself, traveling on its own energy?