I wonder why too. Same for weights: why have a ton (1000/kilo kilograms) if you can have a megagram (which is the weight of 1 cubic meter of water at the right conditions)
The only 'commonly' used unit of measure larger than a kilometer is a light year, at least that I can think of. Maybe a Astronomical Unit, but not 'common' I suppose.
I think in terms of things commonly measured on Earth we don't benefit much from the jump to megametres. The diameter of this planet is 12,742 km. Does it help much to say 12.7 megametres? Not really. Off planet the distances between objects are far beyond megametres. AU, parsec, and lightyears make much more sense.
The only 'commonly' used unit of measure larger than a kilometer is a light year, at least that I can think of. Maybe a Astronomical Unit, but not 'common' I suppose.