It lets us think like that despite it not being true.
You need state to do anything useful. A lot of functional programming revolves around the idea of isolating impure aspects of a language from the pure parts.
That's why we have Futures, IOs, Options, Eithers etc.
No one is saying they are pure, the types are an indicator that something impure is happening. They are abstractions that allow us to pretend they're pure and work with them regardless of the context of the type.
I can map over a Future, IO, or Option regardless of whether the Future resolved, the IO was successful, or the Option contains a value.
That's a functional mindset where the impurity is isolated to the data type and methods are exposed on the type that lets us ignore certain possibilities.
I don't care about the context when I map over one of these types, whether its a Future, Option, Array, IO etc. I can write my pure function and pass it off to map. Who cares if the Future really contains an error, the Option is None, or the Array is empty. Map handles all those cases for me and lets me interact with these impure aspects in a pure way.
The function I define and pass to map is pure and lets me interact with impure parts of the code in a pure way.
useState and useEffect should be thought of in the same way. Clearly it denotes something impure is happening, but the stateful value can be treated like a state machine that can be declaratively tested against a finite list of possible states.
In the case of a Promise, it's successful, pending, or error. For an Option its Some<T> or None. Etc etc.
If my hook returns 3 values, result, isPending, error (and if you really want, each value can be an option), I can easily handle each scenario deterministically.
That allows for pattern match like solutions (in JS it can be through cases clauses since there's no FP pattern matching).
This allows for writing components in a pure like approach even when its obviously impure.