mewtwo in't an ancient Pokemon and it shouldn't have a megastone if mew doesn't have one right ?
But, if there has to be a theory, I would say that Giovanni most likely created the Mega Stones, similar to how he created Mewtwo, to further amplify Mewtwo's power.
Im just guessing this, but since Mew learns every move, they Game Freak probably didn't want a Mega Evolution. But a Mega Mew would be nice.