There is evidence there is a generational shift that occurred with millennials that sets them apart from GenX and Boomers; the trend of millennials getting more conservative as they age is significantly reduced compared to Boomers and GenX of the same age. This according to PEW.
That said I’ll say I didn’t realize how many millennials make up Fox News (though I wonder how much that has to do sports or happenstance with their employment showing it in the break room).