here is a decent article:
https://www.eetimes.com/document.asp?doc_id=1276321
The second equation shows that the power received at the far end is directly proportional to the wavelength squared. As frequency goes up, wavelength goes down, so right off the bat you are fighting physics to send a higher frequency signal vs a lower frequency one.
That said, it is a little easier to make a high gain antenna at shorter wavelengths, which helps some. But if you have an omnidirectional antenna need, that size shrinkage will not help, your antenna gain will be fixed at somewhere between +3 to -10 dBi.
ALSO as the wavelength shrinks in size, the microwave signal is more easily influenced by small objects...bits of iron in a concrete wall, nails, refrigerators, etc, so there is more loss and more re-reflecting of microwave signals before they reach the receiver.