Because "sub eax,eax" looks stupid. (and also clears the carry flag, unlike "xor eax, eax")
xor:
> The OF and CF flags are cleared; the SF, ZF, and PF flags are set according to the result. The state of the AF flag is undefined.
sub:
> The OF, SF, ZF, AF, PF, and CF flags are set according to the result.
(I don't have an x64 system handy, but hopefully the reference manual can be trusted. I dimly remembered this, or something like it, tripping me up after coming from programming for the 6502.)