I has a lot to do with tradition. The use of the milliradian is relatively new in target shooting. Both the minute-of-angle and milliradian are measures of small angles. Most folks are quite familiar with 360 degrees being the chief divisions of a circle. The minute of angle is just 60 minutes-of-angle to each degree. It is just like a clock where there are 60 minutes-of-an-hour for every hour. It makes that a familiar thing.
Now those in the sciences and mathematics can more easily relate to the radian angle measurement where there are 2 pi radians in a full circle or 6.28318 . . . radians. The radian is just angular measurement where you take the length of the radius of the circle and wrap it around its perimeter. The mil is then just breaking that angle into 1000 pieces. To further make it more useable for scope adjustments the mil is broken down into 10 more pieces, or a 1/10th mil.
Now, if you have a true mildot scope, then it does make sense to break the spaces between the dots in some sort of even increment, like ten. But for variable power scopes where the spacing of the dots changes with magnification, this can be a bit more cumbersome unless you use the metric (SI) system. There are scopes that change the reticule with the magnification so that the mildot spacing stays true. With these it is easier to make adjustments to the point of impact when the adjustments are in 1/10th mil.
In the United States, we have become used to the approximation that one inch is nearly one minute of angle at 100 yards. We also have a good feel for what an inch looks like on many objects, so it is easy to visualize how many clicks you need in order to move the point of impact the right amount. Those who grew up with the metric system may have a better feel for what a cm looks like but there the approximation is 2.5 cm per minute click.