Beta radiation was named before physicists knew what it was. Turns out that beta “rays” are actually electrons, which are not electromagnetic waves. read more
But for example, radio is also electromagnetic radiation (with much longer wavelength and lower frequency than visible light), and it has electrical effects, so an antenna can convert between radio waves and oscillating electrical currents. Magnetic effects are a bit tougher to observe. read more
True, $\alpha$ and $\beta$ are not considered electromagnetic waves. But this is not because they are charged and can be deflected. This is because they are not electromagnetic waves. read more