Why is a load always rated in kW and not in kVA or kVAr? Isn't it better to know how much kVA or kVAr an appliance or device has? Isn't it more useful?
kW and kVA have different purposes.
As a domestic consumer, I'm billed for my real consumption, kW, not my kVA. So I don't care about kVA, and neither does the industry selling me consumer equipment, so they badge stuff in kW.
If I was an industrial customer, I'd be billed for kVA, or some combination of kW and an additional penalty for excessive kVA.
Quite why the domestic consumer is forgiven bad power factor (excess of VA over W) I'm not sure. It would be an incentive to buy loads with a good power factor. Maybe the powers that be thought it would be too complicated for the unwashed masses to handle two numbers and the consequences of their ratio? So domestic customers are charged for the real power, just like delivered fuel. Good power factor is handled through legislation - anything above X watts has to have a power factor better than Y. For some long time now, PCs above 300 watts have needed power factor corrected supplies instead of the bad old rectifier capacitor supply.
When an electricity supply company has to put in a multi-MVA feeder to an industrial user, they will want to use as little copper as possible. High VA means more copper is needed than low VA for the same real power, so they charge for it. At least the industrial customer understands the figures.
Why the load is always rated in kW ...?
It isn't. Many industrial loads and generators are rated in kVAr.
Isn't it better to know how much kVA or kVAr an appliance or device has? Isn't it more useful?
In general, kVA will allow us to calculated expected current and from that we can correctly size circuit breakers and cables. kW will determine what it costs to run the machine (provided the user doesn't suffer power-factor penalties).