Because certain systems have different focuses.
The core game focus of DnD is pretty heavily directed toward combat. Most of the spells and skills your character has are for combat or for getting into combat or for between combat encounters. It’s a combat centric game, with some RP rules added on top for in-between combat encounters.
Compare that to World of Darkness’s Storyteller system, which is much more heavily focused on the social interactiom and narrative drama. Combat in that game is quick and usually quite lethal, and even in the 5th Edition games Paradox is releasing, calls for combat to be 3 turns before resolving the interaction.
It takes a lot of time and effort to add on your own rules to make these systems handle what they weren’t really designed for.
I wouldn’t really want to run a game of complex political intrigue in DnD just as I wouldn’t want to run a monster slaying dungeon crawl in World of Darkness.
World of Darkness and other Storyteller/Storytelling system games call their GM the Storyteller, which I think is a good title for it.
As for why designers make up their own, the term Game Master is pretty generic, and kinda boring, and they want to create something unique and/or more flavorful to their games. The term “Dungeon Master” is also owned by Hasbro and also only really makes sense in more Tolkien inspired fantasy games where heroes are crawling their way through dungeons.