from the early days of morse code the letter r was sent by the person receiving the transmission to confirm R receipt. When radio communications superceded morse code they used the phonetic alphabet equivalent 'Roger' (phonetic alphabet of the 40's and 50's was - Able, Baker, Charlie etc.)
Because it is a superb name which should be used as often a possible.
It is also a way for the police to discriminate against people called Roger, claiming that they cannot join the force as it would be confusing when operating a radio.