I started it many years ago and it became a tradition that I enjoy. It can be stressful being a variety streamer sometimes as you're always looking for new things to do, and sometimes it's hard to be constantly playing new things. There's a comfort in having a part of my stream dedicated towards playing something I love. It's also just fun to have a monthly ritual that people look forward to, and one strength of the Mega Man games is how replayable they are.
It's usually the same, though. Mega Man 1-7 and the 8 Mega Man X games the day after. 1-7 because I can comfortably do those in a day and I don't want to burn myself out too much for MMXMMM the next day, which I consider the main part. Sometimes I'll switch things out like a mod that lets you play as Roll or playing a demake of X8.
The X games are usually done in reverse order because my favs are 1-4 and I got sick of ending the marathon on the ones I dislike instead of ending on a high note.
