But only in regards of nuclear bombs. Maybe it's because of the scientific origins of these fields. Probably the same reasons why Americans measure firearm munition in mm.
Firearm's ammunition is a mixed bag because many military sizes are standardized with the rest of NATO. 5.56, 7.62, and 9 mm sure; but then you get a bunch measured in caliber .308, .45, .50.
we do list volcanic eruptions in megatons of TNT. The makers of the first a bomb pick it since the largest explosion ever made by then was a ship full explosives and some had calculated how many tons of TNT that ship was carrying
Yes, I think it's a question of use. I can't think of many examples where you would quickly need to know the measurement to the nearest Mm. Maybe if for some reason you deal with a lot of lunar orbits? Diameters of exoplanets?
Any earth distances we need to know with greater precision, and any stellar distances are probably better measured in light years, etc.