I've always sort of wondered why we say it that way, if you must know. Instead of First Corinthians and Second Corinthians, why not call them Corinthians and Corinthians 2, or better yet, use Roman numerals like you would with Super Bowls (except this year) or Rocky movies? I suppose you'd get some confusion distinguishing the Gospel of John from the first epistle of John, but surely there's a labeling solution to that dilemma if you just think about it a little bit.
Here's something I bet you didn't know: Catholics and most Protestants say "Matthew six, thirty-three," but we Pentecostals say "Matthew six and thirty-three." Why? I have no freaking idea, man. It's just how we say it.