Because at some point society decided to call them refrigerators or AC. The thing *inside the refrigerator or air conditioner" that makes it work is called a "heat pump" -- that's the unambiguous name of the device. Just like the bit inside a car that provides motive force is called the "engine" or the "motor".

The device that uses a heat pump to both heat and cool a building is actually called an Air source heat pump, but since that's a mouthful most people simply call it a "heat pump" to distinguish it from traditional AC that only works to cool an area. Sure, maybe you get that odd area the calls it something different (my region calls soft drinks "pop") but that's not the norm.