Microwave heating and visible light heating work by very different mechanisms (see dielectric heating), so the wavelength does matter. The main reason is that the wavelength affects the penetration distance, so microwaves can get at your insides, while visible light is almost completely absorbed by your skin. Microwave burns are a very real thing (https://en.wikipedia.org/wiki/Microwave_burn). In fact, there exist non-lethal microwave weapon systems.