Because it's the name of Frankenstein's servant in the 1931 film starring Boris Karloff. The name is also used in spoof re-makes such as 'Young Frankenstein' and 'Abbott & Costello Meet Frankenstein'.
i may be wrong but there was also an "igor" in the film "carry on screaming" along with a hairy reanimated monster called "odd-bod".
Sorry to answer a question with a question but does anyone remember the name of the other monster which also apperared in the film?????. I think it was a smaller version of odd-bod.