Why "colours" of light are given in wavelength not frequency?

A good question, you are right the frequency remains constant (unless you have Doppler effects due to relative movement, but that's not your question).

For visible light, refraction properties are quite often in question and as such it make sense to speak in terms of wavelength.

As you go even higher in "frequency", physicists start talking in keV and MeV (kilo and Mega electron-volts). This is a unit of energy and represents the energy in a single photon; as frequency goes up, wavelength goes down and the energy of the individual photons goes up. keV and MeV are on the scale of X-rays and Gamma rays respectively. Scientists still might talk about their wavelength, as the wavelengths are so short they are on the scale of atoms and thus interact with them, even ionizing them.

In short, depending on what the experiment is it makes sense to use a certain representation. As awkward as it might seem to jump around between representations, it would be equally awkward to have to stick with one for all cases. Thus we have all three: wavelength, frequency and photon energy