I hate to tell you this, but I am provably able to detect electromagnetic radiation using reliable, reproducible methods.
My first method is to open my eyes. Since light is a form of EM, the rod and cone cells in them are quite adequate as receptors.
As an adjunct to that, I have tactile response to high voltage, low amperage electrical fields, e.g. a Tesla Coil's emissions. This is, of course, because my entire nervous system is electrical in operation, and those high energy fields can produce current in a conductor under the right circumstances.
I am also able, through chemical means, to perceive strong infrared fields through the epidermal layers of my integument. The translation of infrared to localized heat is chemically translated into an electrical signal in the aforementioned nervous system.
In addition to my senses, many species of avian are able to sense magnetic fields.
The point here is that while some trials have been conducted, establishing the absence of a sense in x population does not mean that all populations lack the sense. Otherwise, a double blind, fully randomized study of penguins would very inaccurately conclude that all birds, and even some flying mammals, are flightless.