AA and AAA are more widespread, so others feel 9V are no longer necessary. There are many power management circuits that can easily take the lower 1.5V of an AA, or multiples of them, and boost them to whatever is necessary. Alkaline AAA typically 1Ah and AA 2Ah capacity, which will reduce the need to change batteries and overall, reduce waste production.
That said, AA/AAA alkaline manufacture has become so poor, they are likely to leak and damage the internals particularly with the reduced need to change them frequently.
9V alkaline very rarely leak, because they are double housed but they are typically only 0.20.50Ah [my error, 0.250Ah is NiMH 9v as another posted] , and also cost more, and may require changing more often.
AA, AAA, and 9v exist in Lithium primary and secondary chemistry, as well as secondary NiMH, these cells rarely if not ever leak and all have much great Ah for longer life and should be your go-to chemistry to replace alkaline in whichever DMM you choose.