The answer is completely historical in nature. Imaginary numbers began as being interpreted as the square root of -1 for the purposes of solving polynomial equations (hence the name.) Later, their field structure and their interpretation as vectors-with-multiplication became their primary use but the name remained.
Mathematicians don't really use "vectors" in the traditional sense like in physics but deal with abstract vector spaces where a "vector" is simply a member of a "vector space" which is "a set of things with addition and scalar multiplication and a few other nice properties".
However, if something needs to be done with vectors in a plane, complex numbers are extremely useful because scaling and rotation can be represented as multiplication. Therefore natural operations in the complex numbers often correspond to natural operations in whatever you are trying to study with complex numbers.