Learn English – Which is more correct: “burgled” or “burglarized”

It depends on what you mean. Embody means either represent or make manifest an abstraction, like an idea or principle, i.e., literally to give a body, a concrete form to something:

The team embodies the spirit of winning.

Or transposed into the passive

The spirit of winning is embodied by the team.

Or it may mean to contain, as enclose within itself:

The country is adapting to the changes in national health insurance policy as embodied within the Affordable Care Act.

I would use come. You are saying that more millennials come from families where both parents were actively involved. Using came would imply that they don't anymore. You'd be talking about them as if they no longer existed.

I would also change 'were' to are.

So the final sentence reads, 'More Millennials come from families where both parents are actively involved in their up-bringing.'

There is probably a real answer to this, but this sounds right, in my opinion.