Because Sony wanted to show off and play totally apart from the SLR world probably..? Oo
I haven't seen any evidence that Sony was the first brand to call them "mirrorless"
In fact I posted links to show that Sony called their first two "mirrorless" cameras :
"
interchangeable lens Digital SLR camera"
DPReview referred to the Panasonic G1 (the first "mirrorless") as "the world's first
electronic
viewfinder
interchangeable
lens camera" and then "Olympus and Panasonic announced the new, mirrorless format / lens mount based on (and compatible with) Four Thirds in August 2008" however Panasonic avoided creating a new term by simply calling them Micro Four Thirds.
(the two posts above were posted as I was compiling this but I see Richard does agree with my point).