Also because our TV doesn't work in the same seasonal manner as the US, so we never had any cause or reason to refer to one series of a TV show as a season.
Both make as much sense as each other though, in their national contexts:
America: TV series, season, episode. UK: TV show, series, episode.
They both follow the same format, we just have no reason to call a series of episodes a season. The only 'season' we have in UK TV is the Christmas season, and the only thing that's different about that is them showing a bunch of crap sequels to decent films, and apparently for some reason this year Ridley Scott's Robin Hood about five times.
Have you even seen that film? What ****ed version of Robin Hood culminates with him fighting the French on the British beaches? Lord above. Still, at least it has Max von Sydow, Oscar Isaac, Mark Strong and Cate Blanchett in it. Good cast, duff film.
What were we talking about again?