Most likely, many Millennials are able to tolerate ambiguous situations, many are not, and many are in between. Is the trait more common now than it was? I don't know of evidence either way, but everyone has an opinion about Millennials.
I have a bias that generations are not that different from each other. They each have their cabbages and kings. When we say "I have been teaching/coaching/hiring/supervising young people for forty years, and I think that Kids Today aren't as ______ as they used to be," there is a lot left out of that estimation. First, that means you were 25 when you were first coaching 16 y/o's, and you were different then than you were at 45 or now are at 65. If some percentage of your athletes challenged you, was that because they thought you too young? Or if they challenge you now, is it because they think you are too old? Are you remembering the percentages from 1978 accurately, or have you bent the impression to fit later understandings? (Answer: the latter, and it's not close.) Secondly, your sample set is extremely limited. Forty years is a long time, but at any given moment you are viewing an invisibly small percentage of the available calculus students that year, or whatever. Relatedly, what you remember about a very few young people will eventually dominate your impression - the vagaries of memory again. Thirdly, supervising kids in an economic downturn, when you can have the pick of the litter, is different from supervising them in flush times when you have to take what you can get. Are there more real snowflakes at Yale now, or are more just acting like snowflakes because administrators let them get away with it? Your personal data is slippery and unrepresentative, start to finish. In 1968, the under-24's still supported the Vietnam war. It was the elders who were beginning to turn away, finding it different than WWII and Korea. We don't remember it that way. Doesn't fit the narrative.
Finally, even if there are measurable changes over time, they will be gradual, and in a narrow range. Percentage of people attending church in a month has dropped from 60% to 30%* over 70 years, with only slight changes in slope. That's large, but there aren't any clear dividing lines. Perhaps a whole half-generation of 8-18 y/o's are affected by the Kennedy assassination or 9-11, or less visible factors like available birth control and easy pornography might change how young people coming of age might view the world, but they don't show up obviously.
I asked my two oldest plus bsking (all part of the Oregon Trail Generation, born 1977-84) for their thoughts on differences among generations. My two lazily didn't answer, but Bethany did. I won't give all her answers, as she may want to use them on her own, but I agree that she identified four things that are different now. However, I think these are things that have happened to all of us, not just Millennials. As a single example, she notices that the millennials are more sensitive and accepting of mental health issues than their grandparents were at a similar age. That's true, but we all are, not just the younger generation.
How we look at endangering the body is different; how we look at endangering the family is different - one way up, the other way down. That may actually be pervasive enough to create a generational difference. I'm interested in what difference all of you think are present. So that I can shoot them down and tell you you're wrong, of course. Are Millennials actually different?
*The numbers vary wildly depending on what you ask and who is asking.