Bandwidth - why higher freq bands wider?

Filters do have a hand in it, however the real reason for this is the ratio of channels per band; example;

say 5 Mhz. is the necessary bandwidth that is required to convey a certain amount of information;
an analogy:

Therefore 10% at 100 MHz. would be 10 Mhz. thus I can double my information transfer rate , and  conversely  10% at 10 Ghz.  would  yield 1000 MHz. (1GHz.) thus I can have 200 times my information transfer rate, this would  translate to a huge capacity for the same ratio using a higher frequency band.

There are pros and cons in using various frequency bands, and each would have to be carefully selected depending on the merits and characteristics of the band with the technology and manner of how it is intended to be used.