They want to run transmission lines at high voltage, so the same power can be delivered at lower current (meaning smaller conductors and less losses due to resistance), then step those down to lower voltages as you get closer and closer to the customer. High voltage AC transformers are very simple and have been around for 100+ years; they're just loops of wire around a core.
High voltage DC transformers would require very modern switching technology, or a difficult and inefficient switch to AC and back again.
High voltage DC transformers would require very modern switching technology, or a difficult and inefficient switch to AC and back again.