Sometimes. 5GHz is great for apartments (where you have lots of noise and a tiny area) and offices (where you have lots of noise and a large budget), but for a villa 2.4GHz usually hits the sweet spot between noise and coverage.
Visible light has a wavelength of a few hundred nanometers; wifi is around 10 centimeters. Material penetrability varies enormously between different wavelengths (and between materials). Harm to humans also various enormously, and in a way very different from penetrability (for example, some wavelengths of UVC are very harmful to human skin but can be almost completely blocked by a thin sheet of clear glass). Equating penetrability with either 'power' or harmfulness is not a useful intuition.
(incidentally, an incandescent light bulb emits on a blackbody spectrum, so some very small proportion of the energy it uses will be emitted at e.g. radio wave frequencies, which will certainly penetrate the bathroom wall)
The only problem is that your phone might not be able to talk to your router through your bathroom wall any more. But that capability was always a sign of wi-fi being too noisy—imagine a light that can manage to penetrate a bathroom wall, and tell me you don’t think it’s maybe a bit too powerful for consumer use ;)