Yes, radio waves are attenuated in the atmosphere. This is highly frequency dependent - for practical applications the lower the frequency, the less radio waves are attenuated. In comparison with attenuation from obstacles in non-line-of-sight situations, the atmospheric component is not significant.
For really long range propagation on earth, reflections on atmospheric layers are the dominant factor (as there is no line of sights due to the curvature of the planetary surface).
See https://www.sciencedirect.com/topics/engineering/atmospheric... for some nice graphs.