According to Maxwell's theory of electromagnetism, the energy or energy density of an electromagnetic (EM) wave does depend on its frequency. This statement is in contrast to your question, so it seems there may be a misunderstanding.
In Maxwell's theory, the energy of an EM wave is directly proportional to the square of its electric and magnetic field amplitudes. However, the amplitudes of the fields depend on the frequency of the wave. In particular, for a given wave, the amplitude of the electric field is proportional to the amplitude of the magnetic field and the frequency of the wave.
Therefore, when considering the energy or energy density of an EM wave, both the amplitude and frequency come into play. Higher frequency waves have higher energy or energy density because the amplitudes of their electric and magnetic fields are generally larger. The energy of an EM wave is distributed across its entire volume, and the energy density refers to the energy per unit volume.
It is important to note that in certain contexts, such as when considering a fixed amplitude or comparing waves with the same amplitude, the frequency of the EM wave may not directly impact its energy or energy density. However, in general, the energy of an EM wave does depend on its frequency through its influence on the amplitude of the wave's electric and magnetic fields.