What would the market for them be? High Energy Physics Labs? I don't think the funding levels are there for much in the way of high voltage equipment. If you need one you can try to make one, but I don't think your impression of high voltage capacitors is on the mark either. They kinda went away along with vacuum tubes and CRT displays.Are there no modern day versions of these multipliers to buy? I see almost none and the few available seem to be low power.
https://www.ebay.com/itm/HIGH-VOLTAGE-MULTIPLIER-RUSSIAN-UN9-27-1-3-HOCHSPANNUNGSKASKADE-/283798326801?nma=true&si=jHSZJlPV3MzB1jJo%2FgMFSZ%2B7XpI%3D&orig_cvip=true&nordt=true&rt=nc&_trksid=p2047675.l2557
15-20KV caps should not be too expensive, maybe it would be cheaper to build from scratch.
EDIT: There is one application that might provide a market and that is electrostatic automotive paint spray booths. This might just give you a shot at HV capacitors at a high, but not unreasonable cost. Let us know what you find.