Could not find any information regarding security of 60 GHz links.
For the redundant WIFI link I can choose some options regarding security in security profiles. But that is not the case with 60 GHz links. As far as I understand I set up the SSID, password and that's it. But the documentation mentions that "The Wireless product makes secure AES encrypted 60 GHz wireless link". Is every 60 GHz link automatically secured without any options to change a thing? And if so, does anybody has some additional info regarding encryption?

As soon as you specify a password, the link is encrypted with AES, yes, there is no other option to enable
https://help.mikrotik.com/docs/display/ROS/W60G

You can always push VPN tunnels ( EOIP/gre or IPIP/ip-encap with ipsec word, or wireguard etc..) through the 60ghz link