Why do we use only DC Megger to measure the insulation resistance of windings?

DC alone is used because we need to measure only the resistance of the winding insulation.  If we use AC to conduct the insulation test, we will be measuring impedance instead of the resistance as the insulation  has a substantial capacitive reactance.

The health of the winding is best indicated by its resistance and not its impedance.  This is why only DC is used to measure the insulation resistance.