Because that's How It's Done. Programmers are almost the only people who routinely break it - because we're used to quoted strings being atomic units.

So there's no rationale beyond convention? Other linguistic conventions get changed so why is this one sticking around and why do its supporters promote it - is the more logical [to me] method somehow confusing?

it's old printers' stuff to do with physical properties of lead type, i think. as to why it won't go away, i have no idea. i happily ignore it in almost all my writing....

Inertia, I assume.