Hello Michiel,
AdMob does pass this information on to the various network adapters, but it is up to the adapter's implementation to use it.
If you want to pass additional information (such as income to Millennial) that is not directly supported by AdMob, you'll have to create a MillennialAdapterExtras object, set the relevant information, and call AdRequest.setNetworkExtras() and pass in the MillennialAdapterExtras. Note that you'll have to create an extras object for each network you want to send custom targeting parameters to. AdMob Mediation will then pass the correct extras object to the chosen adapter to extract this information to use when the making its ad request.
Cheers,
Eric