Primarily because it makes it harder for the punter to work out just how old the piece of tat they've been watchng really is. Quite a few TV progs do use 'proper' dates tho'.
I think a possible answer to this is that the convention of dating programmes was brought in by the Beeb who sticklers as ever to doing fing right and proper like stuck roman numerals to appear posher than what they really are.....and like lemmings everyone else just followed suit.