If light is an EM wave, why don't antennas pick them up?
Yes, you can do this. The antennas have to be very small so you need a lot of them, but using antennas + rectifiers (optical rectennas) is a plausible way of converting light energy to electrical current. 

The structures have to be made with a process that has a resolution finer than a wavelength of light, which is tricky since light is the photo in photolithography, but we are getting down there in resolution by various methods such as using shorter wavelengths and more sophisticated gambits. 

Similar (but cruder) methods have been proposed to convert microwave energy transmitted from space-based solar power stations to electrical energy on earth. The energy density would be kept low enough that it would not be as much of a death ray as you might think.