The response of materials to EM radiation and its attenuation is highly frequency-dependent (at the very high frequencies, this is why we see things having different colours), so it doesn't have to be all-or-nothing; a material could be transparent to most frequencies but appear opaque to the ones radar use - essentially, the filter absorbs all the energy at particular wavelengths.
http://en.wikipedia.org/wiki/Notch_filter http://en.wikipedia.org/wiki/File:Atmospheric_electromagneti...