We have studied the absorption of monochromatic microwave radiation in high-quality two-dimensional electron systems for the frequency span from 10 to 380 GHz using a bolometric method. For frequencies above 100 GHz the absorption exhibits an anomalous magnetic field dependence. Minima form at harmonics of the cyclotron resonance frequency. The results contrast previously reported data for other frequency ranges. Quasiclassical memory effects originating from the non-Markovian dynamics of electrons in a disorder potential containing short-range scatterers on top of a smooth potential background favorably account for the observed behavior.