Because the milling machine and the profile lathe were invented in America, they were built around the American measuring system, and accounted for America getting a head start in the Industrial Revolution. Those two inventions enabled rapid and consistent manufacturing of innumerable other inventions and tools at the time. By the time the Treaty of the Metre was adopted in 1875, America's manufacturing infrastructure was already 50 years old.
The benefits offered by a decimal-based system of measurement were not and still are not significant enough to justify throwing out an entire interconnected structure of tooling, tools, and machines.
I work for a custom fabricator (we focus on making highly customized one-off products that are either prototypes or highly specialized), so I have some insight into what it would take for just our shop to convert.
We have milling machines that date back to the 1950s. They still work really well and hold tolerances as well as any similar mill on the market today. We would have to replace them and all the tooling that goes with them. Actually, we couldn't just get rid of them. We'd have to keep them and also double (at least) the size of our facilities to hold the new equipment. Why? Because we have long-term support contracts with many of our customers. That means we'd have to have two sets of equipment and two sets of tooling. Some of our contracts are more than 40 years old, so we would have to plan on having both sets of equipment for at least another 40 years.
Also, we'd have to reprogram all our other CNC machines to work on metric units only. We also have to convert all of our drawings to metric, and many of those conversions aren't elegant. Try reading 38.5 millimeters on a measuring tape. Try marking it accurately and consistently.
Now, I also have to consider that my employees now need to know two sets of measuring units, and be able to switch between them, because there's going to be a long period where some customer drawings are in US units and some are in Metric. That means that sometimes they'll make mistakes, because humans are very good at switching. So now I'll have more re-work and scrap.
In short, we may be "insane", but while the SI countries were trying to figure out how to measure things, we were busy inventing and using the machines we needed to actually usher in the Industrial Age. By the time the metric system was finalized, we already had a 50-year head start on building things. Too late to switch. It will never make financial sense to change.
The truth is that you likely have to deal with metric units in your machine shop every now and then, just as we deal with imperial units in some places (in my country, pipes and fittings are often in inches even in new residences.)
Furthermore, the lathe has been around since at least Egyptian times, and the modern industrial lathe is thought to have been invented in France or the UK.
In SI world there are still small pockets of old units. Like pipes measured 3/8, 3/4, 1/2, 1. The thing is they are isolated enough that almost nobody cares what the number means. Everybody just know that you need a 3/4 to fit with 3/4 you have. It becomes just a label.
Please do, I’d love to learn more about the American invention of the steam engine in 1825.