I think it's written 'tonne'. And you should call it metric tonne if it's not clear from the context.
Wikipedia says:
The tonne is a unit of mass equal to 1000 kilograms. It is a non-SI unit accepted for use with SI. It is also referred to as a metric ton to distinguish it from the non-metric units of the short ton (United States customary units) and the long ton (British imperial units). The official SI unit is the megagram (symbol: Mg), a less common way to express the same amount.
So yes, you can call it a megagramme and you'd be right. But we european people also sometimes do silly stuff and colloquially use wrong things. For example we also say it's 20 degrees celsius outside. And that's not the proper SI unit either. But that's kinda another topic.
No good reason, just historical inertia and resistance to change. People stick to what they're familiar with, either the imperial system or to common metric units. Making a "metric ton" similar in size to an "imperial ton" arguably helped make it easier for some people to transition to metric.
Megagram is a perfectly cromulent unit, just like "cromulent" is a perfectly cromulent word, but people still don't use it very often. That's just how language works. People use the words they prefer, and those words become common. Maybe if you start describing things in megagrams other people will also start doing it and it will become a common part of the language. Language is organic like that, there isn't anyone making decisions on its behalf, although some people and organizations try.
The OG metric system (from the XVIII century) had no prefix for 10⁶. "Mega-" would be only formally acknowledged by the SI in 1960.
The ton units (yup, plural) backtrack all the way to a volume unit from the Middle Ages, the amount of liquid that you'd be able to put in a big arse cask*
Based on those two things, I think that the ton was standardised to 10⁶g considerably before the name "megagram" had the chance to appear, to the point that it became the default name across languages.
*I don't know the English name for the cask [EDIT: "tun" acc. to @theplanlessman@feddit.uk ], but in Portuguese it's "tonel". From that "tonelada" (the unit). It used to be 800kg before the metric system though.
Apparently megagram is the correct term! Someone else was just posting about another metric question and they posted some historical reasons for why megagram never took off.
If you think about it, tonne is actually a better base unit than grams, because it aligns better with the cubic metre (1m^3 = (approx.) 1 tonne of water.)
So really, I would ask why kilograms and milligrams, and not millitonnes and microtonnes?
Because "ton" was an established amount in trade and shipping (though with significant local variations), that was later adjusted to fit into the metric system and standardized. Hence why people specify "metric ton". There was simply no need for people to change their terminology when they already had good monosyllable.
Similar to "mile" which in metric countries were brought into the standard and defined to be 10,000 meters. While these days kilometers are almost always used for long distance in all official uses, people's habits are still to talk about "miles" when describing how far something is to travel. E.g. "I live roughly 2 miles from town" flows better than "I live 22 kilometers from town".
Personally I think it’s irritating to name units with millions and billions in the names.
Imagine everything was built up from microns and we had to say “mega micron” for milimeter. And centi-mega-micron for centimeter and mega-mega-micron for meters. It gets silly and your unit names become formulas instead of highly memorable and intuitive concepts.
Once per order of magnitude you should just re-root the units with more unique names. Keep the conversions metric and clean but give “ton” and “gram” their own names because they live in different order of magnitude scales.
Never heard anyone use megameters either. They either stay on kilometer, or switch to miles. And miles mean different things from one place to the next.