Perhaps Sukuna didn't so much save Megumi Fushigoro as use him for his own benefit in 'Jujutsu Kaisen'. The show hints that Sukuna is interested in Megumi's shikigami, a special curse technique passed down the Zenin family. By keeping Megumi alive, he keeps a potentially valuable tool around for his own purposes. Quite an interesting power play, if you ask me.
Besides, Sukuna has always demonstrated that he only acts out of his own interest. Whatever the underlying reasons may be, it's a clutch moment that just hooks you in even more!