two points.
First the microwaves don't really directly excite the water molecules very well . They are largely excited by the I^R heating that is created by the field. Unless you go to exceptional effort, water is actually a pretty good conductor (truly pure distilled water is a lousy conductor, and in fact one of the test for water purity is a conductivity measurement!).
The Microwaves produce a very strong a moving magnetic field, and as such induce voltages, and more importantly, currents in the material. The material is actually heated by I^2 R heating from these induced voltages (and current)
For very small objects, it is hard to produce fields that induce sufficent voltage to produce much heating. For example at 1000/V per meter,
something like a hamburger with a diameter of 8Cm is going to see about 80 volts induced, so you can generate significant I^2 R heating. An ant that is perhaps 1 or 2mm long is only going to see an induced voltage of 1-2 volts, so unless the ants insides are exceptionally good conductors, you cannot produce much heating.
The other issue is that by definition, the field must go to zero at the edges of the box that is the microwave open proper. There are two reason for the turntable. First it gets you up off the bottom of the box, to a place where the field does not have to be zero, and second, it rotates the material through the field continuously, so that while there may be significant high and low field areas within the oven container, what you are cooking is rotated through all of it, so the field the foods sees is averaged out.
Now if you were to put a full grown praying mantis, or grasshopper in the microwave and turn it, they really would cook. They are large enough that the induced voltages from the field would produce the heating, and they are large enough that they will cannot be flush with the walls of the oven.
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