A SD memory card is 3.3V and the Arduino Mega 2560 is 5V. Your SD module has a level shifter. That should work fine.
The Arduino Mega 2560 board is the only Arduino board with 10k pullup resistors to 5V for SDA and SCL.
Your MPU-9250 module connects SDA and SCL directly to the MPU-9250 chip. That is not okay. Use a level shifter.
The new Arduino boards use a SAMD21 ARM M0+ processor at 3.3V, then you don't have all these problems with 5V and 3.3V.