Because “say” is less repetitive and we’re more inclined to decide that arbitrary combinations of consonants and vowels that babies babble are one of the many variations on names for parents. Babies are pretty likely to stumble across vocalizations like “mama” or “dada” just by babbling. All it really takes is flapping their lips while saying “aaaaaaa”. It doesn’t make it any less of a useful way to start learning language, given how much they tend to be positively reinforced for those vocalizations, but it’s not like they really know that’s what they’re doing at first.

“Say” requires a lot more intention or luck.