Why are power generation rated in mega watts in stead of kilo or giga watts?

You can rate a generator in any multiple you like. It's simply more convenient to express power as, say, 500 MW, rather than as 500 000 kW or as a fraction of a gigawatt. Incidentally, it's...

kilowatts, not kilo watts

megawatts, not mega watts

gigawatts, not giga watts