Grandparent is right though since most of the blue and green light parts are reflected or absorbed in the top skin layers. Starting with red and infrared, deep tissue penetration is possible. The higher the frequency, the lower its ability to penetrate. That’s why RF can pass through bodies while UV light can’t.
Its not as simple as that, X-rays also penetrate but are much higher frequency than UV.
The difference as far as health concerns is X-rays cause DNA damage, RF will simply increase temperature.
Increase temperature enough and you cause tissue damage of course, but we are talking milliwatts at the transmitter point source that falls off at inverse square, again similar to the amount of heating you would get from a low power LED held near your skin, actually less since as you pointed out RF mainly passes right through us rather than being absorbed.
This stuff should continue to be studied, but so should the effects of much higher power light bulbs just in case there is some damaging mechanism yet to be discovered beyond heating your flesh.