Emacs is an old piece of software that has historical baggage. I would imagine that the window and frame terminology is a product of their time: the use of window would have made sense prior to X. Another term had to be introduced when X support came along.

It is also a piece of software where changing the terminology is very difficult. While a non-scriptable program could simply change the documentation and be done with it, Emacs would either have to change the names of exposed functions (breaking compatibility) or have one set of terminology for scripting and another while discussing the user interface.

Perhaps better choices could have been made, but the issue is non-trivial.