@ichiman yen
That's so true. I also think it's because the words "(ten) thousand" is longer and more difficult to pronounce that "sen" or "man". "one thousand yen" = 4 syllables, but sen yen, only 2 syllables without the fastidious "th".
Indian languages also have a word for 10000 ("lakh" in Hindi if I remember well), so it's not only sino-japanese, but really Asian (withhout the middle-east). I am just wondering if "Urdu" ("Islamic Hindi", that is with a Persian and Arabic influence) uses the Arabic or Indian-Chinese numeric system. (anybody from Pakistan here ?)