Four tubes can be assembled into a square by bending the ends together. The square can be propped up in the microwave, using pieces of glass to hold it in place. More spectacular melting can be observed using this method. Pieces of thin wire can be randomly twisted onto the tube assembling to obtain different results. Explanation of the Xenon Experiment. courtesy of Sam Barros.
Xenon gas absorbs microwaves and it gets hot.
The hot gas softens the tube and eventually the tube bursts. Without the shorting wire you can actually have a current flow and the tube will light up. All materials absorb microwaves to some extent, just as all materials absorb light to some extent. It may be very little and un-noticeable as in the case of air, or it may be to the point where the gas absorbs enough to get ionized like noble gases do.