It's true that you can switch very high voltages with MOSFETs in series. But the next step after switching is a transformer that needs to handle 14 MV between the primary and lower-voltage secondary winding. I don't think anyone has built something like that before. Given the dielectric strength of transformer oil, the primary windings need to be 500mm away from both the secondary windings and the core, which seems like it'd be hard to do while getting good inductive coupling.