That's just it - they do!
So let's say the max megaways spins occurs once ever 300 spins. Once you've had it, it's a 1/300 chance you'll land it again so the result is only 300/1 next spin. Like you, I have had it on consecutive spins and funnily enough 3 times in 5 spins once. Same with consecutive features, only a 460-1 chance of it happening, should occur once after ever 460 features you land.
That's how those events are calculated. So in the event of max megaways, assuming no history and we are starting afresh, then you land it once 300/1 and then next spin again at 300/1 then that's an event which occurs every 90,000 spins. Think of what you have said many times - "I've played hundreds of thousands, millions of spins on Bonanza..." so naturally the odds state you should have had consecutive max mw numerous times. Which you have. Nothing to see there.
The feature odds are 211,600/1 for consecutive triggers on any given two consecutive spins. Again, by what you said about the spins you've played over the years, you would expect to have seen this 5+ times - which you indeed have! I've had is 8 times IIRC which would equate to playing about 1.9m spins on average, I've played it 7 years now and even at a relative lowly 4k spins a week I must have played at least 1.5m spins on the bastard. So should have had it at least 7 times statistically. I indeed have.
So really, your post has just endorsed my points above.