The invention claimed is:1. An electromagnetic wave absorbing thermally conductive composition comprising:a matrix resin component;metal soft magnetic particles; andthermally conductive particles,wherein the metal soft magnetic particles are carbonyl iron particles and are present in an amount of 30% by volume or more when the electromagnetic wave absorbing thermally conductive composition is a population parameter,a value of an imaginary part (μ″) of relative permeability of the electromagnetic wave absorbing thermally conductive composition is 0.9 or more in at least some bands in a frequency range of 18 to 26.5 GHz, andthe electromagnetic wave absorbing thermally conductive composition in the form of a sheet has a thermal conductivity of 2.0 W/m·K or more in a thickness direction.2. The electromagnetic wave absorbing thermally conductive composition according to claim 1, wherein the value of the imaginary part (μ″) of relative permeability of the electromagnetic wave absorbing thermally conductive composition is 0.9 or more in an entire band in the frequency range of 18 to 26.5 GHz.3. The electromagnetic wave absorbing thermally conductive composition according to claim 1 or 2, wherein the thermally conductive particles are thermally conductive inorganic particles composed of at least one selected from a metal oxide, a metal nitride, a metal carbide, a metal boride, and a metal simple substance.4. The electromagnetic wave absorbing thermally conductive composition according to claim 1, wherein the matrix resin component is a thermosetting resin.5. The electromagnetic wave absorbing thermally conductive composition according to claim 4, wherein the thermosetting resin is a silicone resin.6. The electromagnetic wave absorbing thermally conductive composition according to claim 5, wherein the silicone resin is a liquid silicone resin having a viscosity of 1.5 Pa·s or less at 25° C. before curing, which is measured by a V-type rotational viscometer (rotor No. 2, number of revolutions: 30 rpm).7. The electromagnetic wave absorbing thermally conductive composition according to claim 1, wherein at least one selected from the metal soft magnetic particles and the thermally conductive particles are surface treated with a silane compound, a titanate compound, an aluminate compound, or partial hydrolysates thereof.8. The electromagnetic wave absorbing thermally conductive composition according to claim 1, wherein the thermally conductive particles are present in an amount of 7 to 45% by volume when the electromagnetic wave absorbing thermally conductive composition is a population parameter.9. The electromagnetic wave absorbing thermally conductive composition according to claim 1, wherein an average particle size of the carbonyl iron particles is 0.1 to 100 μm, and an average particle size of the thermally conductive particles is 0.1 to 100 μm.10. An electromagnetic wave absorbing thermally conductive sheet comprising an electromagnetic wave absorbing thermally conductive composition in the form of a sheet,the electromagnetic wave absorbing thermally conductive composition comprising a matrix resin component, metal soft magnetic particles, and thermally conductive particles,wherein the metal soft magnetic particles are carbonyl iron particles and are present in an amount of 30% by volume or more when the electromagnetic wave absorbing thermally conductive composition is a population parameter,a value of an imaginary part (μ″) of relative permeability of the electromagnetic wave absorbing thermally conductive sheet is 0.9 or more in at least some bands in a frequency range of 18 to 26.5 GHz, andthe electromagnetic wave absorbing thermally conductive sheet has a thermal conductivity of 2.0 W/m·K or more in a thickness direction.11. The electromagnetic wave absorbing thermally conductive sheet according to claim 10, wherein the value of the imaginary part (μ″) of relative permeability of the electromagnetic wave absorbing thermally conductive sheet is 0.9 or more in an entire band in the frequency range of 18 to 26.5 GHz.12. The electromagnetic wave absorbing thermally conductive sheet according to claim 10, wherein the thermally conductive particles are thermally conductive inorganic particles composed of at least one selected from a metal oxide, a metal nitride, a metal carbide, a metal boride, and a metal simple substance.13. The electromagnetic wave absorbing thermally conductive sheet according to claim 10, wherein the matrix resin component is a thermosetting resin.14. The electromagnetic wave absorbing thermally conductive sheet according to claim 10, wherein the thermosetting resin is a silicone resin.15. The electromagnetic wave absorbing thermally conductive sheet according to claim 14, wherein the silicone resin is a liquid silicone resin having a viscosity of 1.5 Pa·s or less at 25° C. before curing, which is measured by a V-type rotational viscometer (rotor No. 2, number of revolutions: 30 rpm).16. The electromagnetic wave absorbing thermally conductive sheet according to claim 10, wherein at least one selected from the metal soft magnetic particles and the thermally conductive particles are surface treated with a silane compound, a titanate compound, an aluminate compound, or partial hydrolysates thereof.17. The electromagnetic wave absorbing thermally conductive sheet according to claim 10, wherein the thermally conductive particles are present in an amount of 7 to 45% by volume when the electromagnetic wave absorbing thermally conductive composition is a population parameter.18. The electromagnetic wave absorbing thermally conductive sheet according to claim 10, wherein an average particle size of the carbonyl iron particles is 0.1 to 100 μm, and an average particle size of the thermally conductive particles is 0.1 to 100 μm.