E=nhf
Where E is the energy of monochromatic light, f is the frequency of monochromatic light, h the Planck constant and n the number of photons. Microwave photons have much lower frequencies than visible light. Therefore lower energy for the same intensity (i.e. number n of photons per unit of time).
Penetration depth effect formula:
$$\delta_{e}= \frac{\delta_{p}} 2$$
Where $\delta_{e}$ is the penetration depth and $\delta_{p}$ the skin depth.
Skin depth is calculated by:
$$\delta_{p}=\sqrt{\frac{2 \rho}{\omega \mu}}$$
Where,
$$\begin{array}{l} \rho=\text { resistivity of the conductor } \\ \omega=\text { angular frequency of current }=2 \pi f, \text { where } f \text { is the frequency. } \\ \mu=\text { permeability of the conductor, } \mu_{r} \mu_{0} \end{array}$$
We can easily observe from the above, that lower frequency (independent from light intensity) results to larger penetration depth $\delta_{e}$.
Therefore microwaves penetrate flesh more than visible light independent of light intensity. However the damage done on the flesh is related to the intensity and frequency of light. Microwaves can damage tissues deeper inside your body up to 12 cm deep for very intense microwave radiation. Damage from visible light is only possible a few mm deep and can give you at most a skin burn or irritation. Nevertheless, non visible UV light because its very energetic high frequency photons although its penetration depth is less than a mm can cause skin cancer. This has probably as a cause the photoelectric effect that could disturb human DNA replication. Human skin is regarded in general as a poor electric conductor.