I've always thought of it like this (could be wrong): An electric field moves charge. Charge has mass, so it takes work to change it's momentum. When the elect

I've always thought of it like this (could be wrong): An electric field moves charge. Charge has mass, so it takes work to change it's momentum. When the electric field wave enters the metal, the charge is moved around by the field. So a lot of the energy in the wave is turned into motion. If the wires were thicker, there would be more charge and mass to move around, so more of the energy of the wave is lost moving the charge around by the time it exits the metal.