Yes, most big transformers are custom-built, which means it doesn't really matter that the customer wants a custom voltage. And all industries etc that needs lost of power always needs own transformers anyway, since they can't get their power from the normal power grid but get the power from high-voltage lines.

And when they have their transformer, that transformer will work well for a huge number of years, so there are no strong reasons to change to a different voltage.

Next thing is, of course, that higher voltages means lower current. Having 400V and require 500A or having 800V but instead just needing wiring for 250A can make a big difference. Similar to the vehicle industry that very much wants to leave the old 12V systems, because of the huge weight of the cabling. Besides the cost of about 25kg of copper in a normal car.