why distillation of mercury is done at low pressure?
There is one obvious reason and one possible confusing factor.

The production of mercury from cinnabar involves heating cinnabar in a stream of air which causes oxidation of the sulphur and produces a stream of mercury vapour which can be condensed to give the metal. This isn't distillation even though it involves condensation of mercury vapour, but a chemical reaction. 

But mercury can be purified by distillation because it is very volatile for a metal. But the boiling point at normal pressure is ~360 °C which is inconveniently hot. Using reduced pressure (say around 1/1000th of an atmosphere) can make this practical at closer to 100 °C which is far more convenient.