Human sensing with radio signals has emerged as a non-intrusive and occlusion-robust alternative to vision-based approaches, and WiFi signals further support device-free sensing. However, current approaches deeply rely on neural networks, whose black-box nature hinders model transparency and explainability, limiting the use of WiFi-based human sensing in critical fields. For model explainability, recent works have studied saliency methods which attribute model outputs to important features, but they mostly bias in favor of common modalities (e.g., images, time series). This paper proposes a Matryoshka-like saliency method, MatryMask, an initial exploration of feature attribution for human sensing with radio signals. Compared to existing methods that require empirical knowledge about the sparsity of important features, MatryMask regularizes multiple masks to highlight salient areas at different scales, adapting to the uncertain and varying sparsity of important features in radio signals. To effectively perturb radio signals, we devise a novel frequency-removal perturbation beyond existing spatial/time-domain perturbations. Experimentally, MatryMask outperforms state-of-the-art saliency methods and significantly improves the attribution performance by up to 38.1$\sim$70.6\% for three tasks.