In general, higher frequency means greater attenuation, which means greater power loss when passing through objects. It's a lot more complicated than that depending on the frequency and medium, so don't take that as an absolute rule.

No it is not universal at all. For example, some materials are transparent, kind of like glass for light, another well known EM wave.

You have to look up materials frequency response: on earth, for example, athmosphere does not have a monotonous response (look at http://www.gb.nrao.edu/GBTopsdocs/primer/spect002.gif for example). Same with water: https://en.wikipedia.org/wiki/Electromagnetic_absorption_by_...

Really, WiFi 5GHz is just well absorbed by walls and buildings, that's all.

Will 6GHz perform in buildings than 5GHz?

Indeed : radio transmissions follow Friis equation [1] -- power decreases by the square of the frequency (same goes for distance). So, going from 2.4 to 5 GHz cuts the received power at a certain distance by a factor of 2 (more or less). Assuming free space, of course : obstacles will make matters worse, depending on frequency, thickness and materials.

Meaning that going from 5 GHz to 6 GHz will decrease the range by a factor of around 1.2

[1] https://en.wikipedia.org/wiki/Friis_transmission_equation

Take note that Friis transmission equation is extremely misleading, since it makes certain assumptions about the choice of antenna, which are not necessarily true for all systems.

Too ask the pointed question: Why would propagation in free space be affected by the frequency of the field?

A good explanation is here: https://www.dsprelated.com/showarticle/62.php

As you note, it's only true when you assume free space. In practice, you have air, you have obstacles, you have earth curvature, you have […], which makes it wrong, because athmosphere has an opacity that varies with the frequency (or wavelength): https://en.wikipedia.org/wiki/File:Atmospheric_electromagnet...

So, no, it's not an universal rule.

Please also note that shorter range is not necessarily bad: it means less interference from neighboring devices that use the same frequency band ( https://www.embedded.com/why-60ghz-mmwave-is-moving-into-the... ).