Refined grains / flours have no bran in them. In the case of wheat flour, even the germ is missing (More here). When these foods are consumed, glucose / blood sugar levels immediately shoot up. The body produces excess insulin to lower the blood sugar levels.If this goes on for a long time, the body keeps pumping out large quantities of insulin and usually develops insulin resistance. The pancreas might also stop producing insulin. Either way, the glucose levels start to shoot up, resulting in diabetes.
Millets, being whole grains (try polishing a grain of ragi!) release lesser percentage of glucose and over a longer period of time, thus lowering the risk of diabetes.