What's the difference between transformer and radio antenna

Both transfer power using EM wave.
Why & how there is difference between their
range?

A transformer uses two coils of wire to step up or step down voltage. Usually 60 or 50 Hz depending on where you live. Both coils have to be close to each other and need an iron core in the gap.

An antenna transmits or receives signals in the KHz and MHz range. The signal can pass over a long distance. The wire on an antenna is straight not a coil. The length of the antenna is tuned to wavelength of the frequency.

Frequency and shape of wire are the two biggest factors.

I've never heard of it being done but if you made a radio of capable of tuning into 60Hz you might be able to hear the transformers.

"Both transfer power using EM wave."
Your basic concept is off base - electromagnetism in a transformer is a tightly bound property and any radiation that results is a failure- a loss of power.
An antenna is attached to a device that generates EM waves in an open circuit, unbound

NO DIFFERENCE !
Antenna can be considered as a RF transformer. Remember, a piece of wire ( whip antenna ) is a choke at very high frequency. If you understand how to read a transmitter circuit diagram, you would know its antenna is part of RF transformer.