I do wish energy were priced per megajoule. But I suppose this is probably a symptom, like miles-per-hour vs meters-per-second, of the non-metrication of time units at the relevant scales. (It takes order of an hour to drive somewhere, and order of an hour to run a laundry machine.) If we had a metric hour of a thousand seconds, a kWh would just be a MJ, no problem. And if we had a "metric year" of a million seconds, a "TWh/yr" would just be a GW. Unfortunately, it's pretty important to humans to track time in a way that lines up with earth's rotation and revolution, and there's no way to make that metric. (If French Revolutionary Time caught on, a second would be 1e-5 days instead of 1/86400 and an hour would be 1/10 of a day, and that would be a start, but the year/day ratio is pretty intractable.)

There it is again though! A Watt is a Joule/sec, so you shouldn't even use Watt-seconds as a unit. You mean $/Joule.

That's an arbitrary price though. Instead of 10¢ per KWh, we could price it as 36¢ per megajoule.

It's the same thing.