Because it is impossible to change its color. It was/is not uncommon to see custom/dark skinned Windows apps with ugly gray scrollbars looking at you. Even today, only Light and Dark themes are supported, impossible to set a custom color.
"... Custom Draw, the feature found with many of the common controls shipped with Windows. Custom Draw allows an application to completely take over the drawing of a window’s scrollbars, and replace the scrollbar graphics with a completely user defined look."
https://www.catch22.net/tuts/win32/custom-scrollbars/
Not sure what (or when) Custom Draw was. It's not in my WIN32.HLP file.