In Pathfinder, dire animals were actually based on prehistoric versions, and not just some primordial variants.
Megafauna are essentially the same thing, so... why dire animals weren't classified as megafauna? Cave bears, daeodons, spotted lions and smilodons are extincts variants, just like a Megaloceros is a "dire moose", a Titanoboa is a "dire snake" and an Archelon is a "dire turtle" :P
Tradition. No other reason.
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We wouldn't have dire animals in the game at all if it wasn't for the dire wolf. Some game designer decided that, because a dire wolf was a bigger--and presumably nastier--wolf, we should call all bigger, nastier variants of other animals "dire." I think it was D&D 3.0 when we started seeing dire versions of just about every mammal that was known to have a bigger prehistoric species. Most of them kept those "dire" names in Pathfinder because of their legacy nature from 3.0/3.5.
IIRC, "megafauna" wasn't used as a monster label in Pathfinder until Bestiary 2 or 3. It seems to be intended less as a technical term and more just a convenient way to group a bunch of prehistoric animals together without spending a full page on each one, much like the majority of Tiny and smaller animals get grouped under "familiar" (or how pteronodons and dimetrodons were listed under "dinosaur" despite being no such thing).