Wondering if this question was left unanswered because of the obvious answer...
If you can use cm as a size there is no problem.
Ask for the desired size in mm, divide by ten and you're there.
Why would Microsoft not give the possibility of specifying lengths of controls in mm?
Maybe because they don't feel it's necessary to add support for all multiples of 10? You might as well ask why they don't use micrometers, millimetres, decimetres, meters, decameters, hectometres, kilometres... because the conversion from cm is so easy.
To wit, they do use inch and pt even though there's an easy conversion factor of 72. But that 's not as obvious.