Because he's lazy? Because having two extra Keyblade wielders means getting more hearts in a shorter amount of time? Because his Nobody powers were better?
No, none of those would make sense. Him having a Keyblade could only HELP his goal to complete KH.
I'm gonna make an official theory later, but think about a few things for a moment:
*Xemnas is Terra's body and soul , nothing else. He may very well just be Terra without emotions.
*Xemnas's intentions about Kingdom Hearts are STILL a mystery.
So my theory is like I said above: Using MX's Keyblade made him like MX, so he didn't use it.