Suposedly because the devices are less prone to interference. Visible light sources ( which may swamp the sensors ) being considerably more prevalent than IR ones.
But, more likely, because it enhances feelings of ' magic-ness ' of the system in the opinion of consumers who ( literally ) can't see how it works - thus increasing sales.
You can of course see if an infra red TV remote, or any infra red device for that matter, works by looking at it through the camera on your mobile phone - where it will curiously flash blue!