Transmission & Distribution
The voltages are multiples of 11kV because that's the way Great Britain built their transmission and distribution network. Countries that followed English electrical standards (India, Australia, and South Africa, for example) inherited the same family of voltages.

There's no inherent reason why multiples of 11kV are better than any other choice of voltage. For example, the USA uses 15kV where we would use 11kV. This doesn't fundamentally change the way the equipment is designed or operated.

As to why all the voltages are neat multiples of 11kV - i.e. 3.3kV, 11kV, 22kV, 33kV, 66kV, 132kV - it makes for neat integer transformer ratios and makes the maths easy.