It's a mix of historical happenstance, confusion and historical impression.
First, the two languages were initially revealed around the same time, and they were both new AOT-compiled languages targeting a bit downstack from your Java and C#, which was in opposition of the trend since the 90s.
Second, Rust was specifically targeted at "system programming" from the start, as from the start Mozilla desired using it to displace C++ in the browser; Go was also initially billed as a "system programming" language, though for a completely different interpretation of the term.
Finally, not only did the initial rust announcements very much emphasise concurrency (something Go also does), the initial rust was a much higher-level language, with a mandatory runtime, green threads, and (plans for) a GC.
Even though Rust changed drastically between the initial announcement and the 1.0 release, and went significantly downstack (aiming much more squarely at C and C++), those initial impressions have left lasting traces in the global consciousness.
And while the two have generally different niches, they very much do compete when it comes to... CLI utilities.