This is just my guess.
I suppose that these constants are related to the implementations of different functions in the math library:
ck@c:~/Codes/ref/glibc/math$ grep PI *.c
s_cacos.c:  __real__ res = (double) M_PI_2 - __real__ y;
s_cacosf.c:  __real__ res = (float) M_PI_2 - __real__ y;
s_cacosh.c:                    ? M_PI - M_PI_4 : M_PI_4)
...
s_clogf.c:      __imag__ result = signbit (__real__ x) ? M_PI : 0.0;
s_clogl.c:      __imag__ result = signbit (__real__ x) ? M_PIl : 0.0;
ck@c:~/Codes/ref/glibc/math$ 
M_PI, M_PI_2, and M_PI_4 show up quite often but there's no 2.0 * M_PI.  So to Hanno's original question, I think MvanGeest is right --- 2π is just not that useful, at least in implementing libm.
Now about M_PI_2 and M_PI_4, their existences are well justified.  The documentation of the GNU C library suggests that "these constants come from the Unix98 standard and were also available in 4.4BSD".  Compilers were not that smart back at that time.  Typing M_PI/4 instead of M_PI_4 may cause an unnecessary division.  Although modern compilers can optimize that away (gcc uses mpfr since 2008 so even rounding is done correctly), using numeric constants is still a more portable way to write high performance code.