It comes from banking. In that context, $6MM stands for the Latin "6 mille mille," or "6 thousand thousands". $6M seems natural for those used to SI units (6 megadollars), but I have heard that in some financial circles that may be taken to mean "6 mille" (what we would call 6k).

It's all probably moot, the average person uses and understands them as interchangeable, I'd imagine.