In comes down to definitions.
Momentum is defined as $p = mv$. Momentum grows linearly with velocity making momentum a quantity that is intuitive to understand (the more momentum the harder an object is to stop). Kinetic energy is a less intuitive quantity associated with an object in motion. KE is assigned such that the instantaneous change in the KE yields the momentum of that object at any given time:
$\frac{dKE}{dt} = p$$\frac{dKE}{dv} = p$
A separate question one might ask is why do we care about this quantity? The answer is that in a system with no friction, the sum of the kinetic and potential energies of an object is conserved:
$\frac{d(KE + PE)}{dt} = 0 $