That's all the more the case because twice as energetic as TNT isn't that energetic. Methane has a specific energy about 10 times that as TNT.
That's an apples to oranges comparison though. The specific energy of methane that you're using there is almost certainly based on a paradigm where there's free oxygen everywhere to combine with the methane. Presumably, you are comparing a specific energy of 50 to 55 MJ/kg for methane (when burned) to a specific energy of 4.184 MJ/kg for TNT (when detonated). That is, as you said, about an order of magnitude higher than methane when you compare those numbers directly. However, the difference between "when burned" and "when detonated" is significant. TNT does not require any external substances to release energy through detonation. On the other hand, the reaction for methane is CH + 2O CO + 2HO. In other words, every methane molecules requires two oxygen molecules to burn. A methane molecule masses exactly the same as an oxygen molecule (ignoring isotopic variation for simplicity) So, a realistic comparison would be 4.184 MJ/kg for TNT with 16.66 to 18.33 MJ/kg for methane. That's still around 4 times the energy, so, theoretically methane plus oxygen would still be around twice as energy dense.
As you say, it definitely might make more sense as an explosive than a rocket fuel. However, there's more to consider than just the pure energy density for use as a rocket fuel. The above shows that methane plus oxygen would be technically about twice as energy dense by mass than hexanitrogen. However, there are other practical considerations
The most obvious place to start is the fact that methane and oxygen are both gases at room temperature, whereas hexanitrogen is a solid at room temperature. That means major differences in how you handle them. You can either compress the gases, which means very heavy tanks. Typically compressed gas tanks mass something like 5X as much as the gas they hold (don't use propane tanks as a mental example, because that is actually a liquid when compressed) A lot of that mass can be shaved off for applications like rocketry through more exotic composition, and tricks like using spherical tanks (which can hold the equivalent mass of pressurized gas of a cylindrical tank with about half the mass), but those tricks and materials present their own cost and practical concerns. Even then, it is unlikely to be able to use compressed methane and oxygen without adding significant mass, negating the benefit of its high specific energy.
The alternative to compression is using cryogenic liquid. That still presents containment challenges and all sorts of tradeoffs between the mass of extra insulation vs. the structural problems inherent in containing a cryogenic liquid in tanks (not to mention some of the weird behaviors of cryogenic liquids). Plenty of rocket explosions have happened due to the compromises inherent in trying to contain such liquids while keeping the mass under control. The density of liquid oxygen is about 1.14X that of water, while the density of liquid methane is about 0.42 that of water, so the average is about 0.9X that of water. So it is reasonable in terms of volume (which relates to how heavy the rest of the rocket has to be). The density of hexanitrogen, however is about twice that, which can mean that the rest of the rocket can be a lot smaller as well as not needing to either withstand a lot of pressure or require a lot of insulation, or special structural requirements for cryogenic temperatures, or requirements for built in mixers to prevent explosive gas pockets from forming, etc.
I should also mention that you can still use non-cryogenic liquids. Obviously there's kerosene, for example. That still needs an oxidizer though, so that means you're mostly stuck with things like cryogenic oxygen or other gases like nitrous oxide (which can be prone to self-deflagration in large quantities). There are liquid oxidizers that can be used (generally fluorine compounds), but those tend to also have properties like being incredibly corrosive, prone to issues like self-deflagration and/or extreme reactions to contaminants/their holding vessels/air. Some of them can burn oxygen. Not burn _in_ oxygen, but literally combust oxygen as in the oxygen is the thing that burns and the fluorine compound is the thing acting as the oxidizer (actually oxidizing oxygen). So, significant handling problems with many of those to say the least.
Then there are the engines. Hexanitrogen would presumably be a monopropellant. It's not entirely clear how you would run a rocket engine with it. It might be a solid rocket engine (a design that also adds significant mass since the whole fuel stack needs to be inside a pressure vessel, unless you take an approach where a solid stack of fuel is gradually fed into a pressurized combustion chamber), or possibly it could be fed in the form of either dry crystals, or crystals in some sort of superfluidizer or something like that into an engine. It also isn't clear if it would be ignited/detonated simply by the shockwaves from crystals of hexamethane detonating in a controlled continuous detonation, or if some sort of catalyst would be used or some other chemical agent that promotes detonation fed into it (or more exotic systems like laser compression or something that generates shock waves through some other means, etc.). Ultimately though, it could potentially be a lot lighter than conventional engines and the pumps needed for conventional liquid or gaseous rocket fuels.
Ultimately, the jury is obviously still out, but it does seem like this could potentially be a competitor against fuels like methane with their requirements for an additional oxidizer and all the handling problems that add mass and a lot of other complications for the fuel and its oxidizer. It might turn out that large volumes of hexanitrogen are not stable enough and also create all kinds of handling issues. If not though, the mass savings of being able to keep the stuff in a single, simple, non-compressing, non-insulated tank and use a light engine might make it a functionally higher energy density fuel. Obviously lots more to learn about it, and it simply may never be practical to produce it in sufficient quantities.