No, millimeter waves are at least 10 to 100 times shorter in wavelength than the other items you mentioned.
Millimeter waves, by definition, have a wavelength between 1mm and 10mm. A microwave oven, wireless router, or cell phone all have a wavelength of around 125mm or longer. So the energy in each photon of millimeter wave radiation is 10 to 100 times greater than the energy in each photon from a wireless router.
It is possible, therefore, that it could be sufficient to trigger adverse effects in living cells. And it is just common sense and basic respect for human rights and dignity to investigate the long term health effects of repeated exposure to millimeter waves, before irradiating hundreds of millions of innocent people every year.