Because mlima is a class 3 noun (that's the "M" in M/Mi), so it's subject prefix is u-. If Kili was a mountain range, Milima Kilimanjaro, then the subject prefix would be i-.

Also, if you named your house Nyumba Kilimajaro (although I doubt this actually happens in Swahili speaking countries), then the subject prefix would also be i- because class 9 (N/N singular) nouns also use it.