Kcal is the most commonly used unit for calories and isn’t something that can usually be changed on any device, including the CMF watches currently, because the kcal scale provides the most useful working range.
The recommended daily calorific intakes are provided in kcal units for example. If you want to know what your calorific expenditure is in cals, simply multiple by 1000 e.g. 1000 kcal is 1000000 cal. As you can see, it is easier to use kcal in this case instead of cal.