But yes, there are huge challenges involved in using higher frequencies for communications. We will eventually use 120 GHz, and then probably 290 GHz, for comms, but it will be a while. The technical challenges are... not trivial.
You might be interested to know that the Japanese television broadcasts of the 2008 Olympic games in Beijing made use of a wireless link operating at 120 GHz. It was really just a demonstration of feasibility, not a fully deployed system. But still, pretty fantastic. And that was 14 years ago...