Short answer: Because they're wrong.

Long answer:

The official name for the thingie at the bottom of the screen is the "taskbar". The taskbar contains a variety of elements, such as the "Start Button", a collection of "taskbar buttons", the clock, and the "Taskbar Notification Area".

One of the most common errors is to refer to the Taskbar Notification Area as the "tray" or the "system tray". This has never been correct. If you find any documentation that refers to it as the "tray" then you found a bug.

In early builds of Windows 95, the taskbar originally wasn't a taskbar; it was a folder window docked at the bottom of the screen that you could drag/drop things into/out of, sort of like the organizer tray in the top drawer of you desk. That's where the name "tray" came from. (Some might argue that this was taking the desktop metaphor a bit too far.)

Artist's conception (i.e., Raymond sat down with Paint and tried to reconstruct it from memory) of what the tray looked like at this time:

The tray could be docked to any edge of the screen or it could be undocked and treated like any other window.

Then we ditched the tray and replaced it with the taskbar. We went through a doc scrub to change all occurrences of "tray" to "taskbar". If you go through the shell documentation, you should not find the word "tray" anywhere.

A little while later, we added notification icons to the taskbar.

I think the reason people started calling it the "system tray" is that on Win95 there was a program called "systray.exe" that displayed some icons in the notification area: volume control, PCMCIA (as it was then called) status, battery meter. If you killed systray.exe, you lost those notification icons. So people thought, "Ah, systray must be the component that manages those icons, and I bet its name is 'system tray'." Thus began the misconception that we have been trying to eradicate for over eight years...

Even worse, other groups (not the shell) picked up on this misnomer and started referring it to the tray in their own documentation and samples, some of which even erroneously claim that "system tray" is the official name of the notification area.

"But why do you care? That's what everybody calls it now, may as well go with the flow."

How would you like it if everybody started calling you by the wrong name?

Summary: It is never correct to refer to the notification area as the tray. It has always been called the "notification area".