STM32 microcontroller families and environment conditions (F4 vs G4 vs F7 vs H7)
are more complicated (like STM32F7) microcontrollers expected to be
more susceptible to EMC than simple microcontrollers (like STM32F4)?

No, if you have a ground bounce or don't regulate the Vcc accurately then you can expect both (or any) microprocessor to have an event upset and possibly lose execution. The way to overcome this is to have proper board design and layout with adequate EMC control. If your worried about transients from high voltage switching, then run an isolated design (which would add expense, but negate a headache).
I've ran high current switching on the same board (50V resistive heaters at +5A) and not had an issue with the F4's and F7's

are more modern (G4 or H7 series) microcontrollers expected to be more
susceptible to EMC than older microcontrollers (F series)?

Maybe faster processors would be more susceptible to fast transients, but realize that a +100MHz is going to be hard to translate across most PCB layouts and through most capacitors, when compared to slower (say 10MHz transients or lower).
Remember that the processors are generating very large load transients on the order of 10's to 100's of mA when millions of transistors or gpios are switching, the capacitors (with recommended layout) take care of this kind of switching.
In addition, one can actually use a higher clocked processor at a lower clock speed. With the STM32's this is as simple as creating a

shall I worry about microcontroller stability at all (in my case,
which is migration from 8-bit PIC18F)?

Not with proper layout and EMC control. Another thing is you can change the clock speeds, the best way to figure this all out is the STM32 cube mx tool (its also great for configuring the software and assigning ports/uarts/spi/usb ect.)