Why is that all power substation are rated in MVA not in MW?

Because if it were to be rated in MW, it would also have to have the power
factor specified. A 1MW resistive load (at 1.00PF) is a 1MVA load. A 1MW
motor load (at 0.80PF) is a 1.25MVA
How do you convert KWH to Mega volt Amp?
Watts = Volts x Amps x Power Factor
KWH is kilowatt hours and is the measure of power usage for which the power company would
charge
A megavolt = 1 million volts
A Volt Ampere = a watt if the Power Factor is one.
1000 KW = 1 MVA
If you use the 1000 KW for one hour it would = 1 MVA per hour.

kW to VA calculation
The apparent power S in volt-amps (VA) is equal to 1000 times the real power P in kilowatts (kW),
divided by the power factor PF:

S(VA) = 1000 P(kW) / PF

1000 kw = 1mva = 1000000 va