Even with SAP the users and consultant have to use their brain and need to consider the limits of SAP. Alternative units are quite useful, a KG and a Liter are not so far apart of each other than a gram and KG
Honestly, if you issue in milligram then you usually do not store the goods in kilogram. You are not even able to weigh the remaining quantity accurately enough in practice cases, like a physical inventory.
The smallest unit shall define the base unit, this is already a warning message when you maintain alternative units in the material master.
It is a limitation in SAP that you can maximum have a conversion of 1/99999