Why Coax loss comes mainly from conductor resistance and dielectric losses, and both get worse as frequency rises. Skin effect confines current to an ever thinner outer layer of the conductor as frequency increases, raising effective resistance, while dielectric heating also grows with frequency. That is why a cable rated at maybe 0.5 dB per 100 feet on 80 meters may lose several dB per 100 feet at UHF, and why better cable or shorter runs matter most on the high bands.
Watch out Saying attenuation is independent of frequency ignores skin effect; that is why manufacturer loss tables always list loss at several specific frequencies rather than one number. There is no 'Marconi's Law of Attenuation.'
Higher frequency, higher loss. Check any coax loss chart: the numbers only climb as you go up in frequency.