Because they’re the only country with America in their name whereas United States is shared by Mexico

Also in English there’s a distinction between North and South America, with the supercontinent being referred to as “The Americas”, so America isn’t really ambiguous, they’re also geologically and environmentally distinct enough that “The Americas” isn’t used so much and “New World” is often more relevant to include Australia as another somewhat culturally similar sparsely populated former colonial area.