Indeed, and nobody is claiming they are, although your choice of the term 'particles' carries a bit of that connotation.
If one quantum particle is sent through a double slit, we observe one point (where it is measured), something a wave sent through the slits will not do. The probability curve of where that measurement will be taken is what resembles an interference pattern.
No wave exhibits quantized behavior like that. Sound (an example of an actual wave) passed through slits will be measured in all locations, not just one, and its intensity (yes, an interference pattern) will drop off as a function of distance from source to measurement. A photon or electron exhibits no similar behavior, being measured at full mass/energy at the measurement location and not measured at all at any other location. Sound (or any other real wave) ceases to propagate if you take away its medium. There is no medium for a photon or molecule passing through the slits, and yet they still arrive at the measurement location.