Are there substances that are opaque to light but transparent to other forms of radiation?
Sure are. Any number of items are transparent to other forms of radiation. Neutron radiation, for example, is best attenuated by material high in hydrogen, as collisions with hydrogen nuclei cause the greatest drop in energy per collision event. This causes the neutrons to slow down more rapidly and make them more likely to be absorbed. Other materials, like lead of steel have a scattering effect, but since collisions with such large nuclei don’t transfer much energy from the neutron, they are less likely to be absorbed. Microwaves, X-rays, gamma radiation, and cosmic radiation are very penetrating forms of radiation, as well, with their penetrating characteristics determined by their energy levels and how they interact with specific materials. Alpha radiation, however, can be blocked by pretty much anything, including paper. So everything is pretty much opaque to alphas.