Some nutrients do get lost in the heating process, but it's minimal, especially if you only heat the food until it's thawed, not hot. Breastmilk, on the other hand, has antibodies in it that help with a baby's immune system. From what I understand, the antibodies are much more sensitive and do get lost to a greater degree in the microwave.
I'd always take out Tyler's cubes for the next day, put each meal in a little tupperware bowl, cover it, put it in the refrigerator, and it would be thawed by the next day. He always ate his food straight from the fridge or at room temp, so I only had to microwave if he ran out of thawed food.