Radio signals that appear at the terminal of your antenna can vary in strength from zero to as high as a few millivolts, depending on how far away the transmitter is and how much power they transmit. Most radio signals that you receive are well below one millivolt. Oscilloscopes are simply not sensitive enough to show these signals. It is not unusual for the most sensitive range on an oscilloscope to be 1 mV per division, and in this range there is often some noise on the trace even with nothing connected to the probe. It is difficult or impossible to see a radio signal of, for example, 50 microvolts, in this noisy trace.