Although his personal reasons are of course never revealed, and more than likely are due to plot reasons there are practical reasons why one wouldn't just use an ability like that all the time.
It's use deteriorates your eyesight to the point of blindness. If you don't need it don't use it.
The above is the first link that comes up when you google "Mangekyo Sharingan".
Over time, use of the Mangekyō Sharingan's techniques deteriorates the user's eyesight to the point of blindness.
If the OP meant to ask about Kakashi, it is most likely due to what Sunpech said, the plot wasn't all there yet. Plus, consider how draining the use of the standard sharingan was on Kakashi near the beginning of the series. The strain rendered him bed-ridden due to prolonged usage. The mangekyo variant is far more draining than the base situation.
The sharingan itself was something Kakashi used very sparingly, it only follows that the far more dangerous mangekyo would be used far less.