These carry energy and momentum but have no mass.
No fuel, natural or synthetic, carries so much energy around in such a small package.
This is one reason why the proton needs to carry extra energy to produce the nuclear reaction.
Like light, they carry energy away from the objects that emit them.
These waves carry energy that is taken from the electrons.
What you may not appreciate is that these waves do indeed carry energy (and momentum).
"The thunderstorms carry energy from below into the upper atmosphere, right?"
Inherently, all waves carry energy from one place to another when they move.
Perhaps it was coming from the pipes and conduits that carried energy through the station.
This is how light can carry energy from one location to another.