A common claim is that "mmWave signals lose more power in free space". It needs careful framing.

The Friis transmission equation:
Pr = Pt + Gt + Gr - FSPL (all in dB), with FSPL = 20*log10(4*pi*d/lambda).

FSPL grows with frequency, but that term really reflects the shrinking effective aperture of an antenna with fixed gain. The physical wave spreads exactly the same way at every frequency (power density falls as 1/d^2).

If instead you keep the physical antenna aperture fixed at both ends, gain grows as f^2 at each end, and the received power actually increases with frequency (ignoring other losses). This is why high-gain mmWave links with dish or array antennas can work over useful distances.

What does make mmWave harder
1. Atmospheric absorption. Oxygen has a strong absorption peak near 60 GHz, and water vapour has lines near 22 GHz and 183 GHz. Bands near 60 GHz suffer significant extra attenuation per kilometre, which is useful for short-range, frequency-reuse links.
2. Rain attenuation increases strongly above about 10 GHz and is a major factor for outdoor links and satellite links in Ka band and above. ITU-R recommendations (P.838 for specific attenuation, P.676 for gases) provide models.
3. Blockage and penetration. Walls, foliage, bodies and even hands block mmWave much more than sub-6 GHz signals. Diffraction around obstacles is weaker.
4. Hardware: higher component loss, lower PA efficiency and output power, and tighter tolerances.

Practical takeaway: when comparing bands, specify antenna assumptions (fixed gain or fixed aperture) and include gaseous, rain and blockage losses. Use the ITU-R models rather than single "dB per km" numbers taken out of context.