The economic climate Millennials grew up in means they don’t have to work through high school and university. Millennial's parents have more money now than previous generations’ parents. They are supporting millennials later into life. It isn't a reflection of millennial work ethic, but a product of the economic boom in the 80s and 90s. 
Millennials are also increasingly able to work from home. So they don’t have to do manual labour or menial jobs. Why go and work in a restaurant for minimum wage when you can earn more money writing product reviews online, compiling blog posts, or doing admin for a company on the other side of the world?
It has also never been easier to work for yourself. Millennials are the most likely generation to become self-employed.
Millennials aren’t not doing low-level jobs because they are entitled or lazy. They do them because they are empowered. The workplace is different now. The rules that got previous generations to where they are today no longer apply.