That's actually not true. git-pull (which is where the pull request comes from) is in the git manpages. Specifically it is: Fetch from and integrate with another repository or a local branch. Which is basically a git fetch and merge from the submitters repository to the repository they are submitting to.

EDIT: Admittedly if you are talking specifically of the request part, then you are correct. However the name comes directly from git's pull command which is a feature of git.

Pull-request makes sense in Github, because the typical work-flow for open-source on Github is to fork the repo you want to contribute to. Hence, the maintainer has to pull the code from you.

Merge-request makes more sense in Gitlab because they're main use-case is as a self-hosted internal tool where developers most-likely are pushing all of their feature branches to a central repository and asking for the branch to be merged into the mainline branch.