I never understood that either (and I love guns). However, they are different things, and you do run into situations where imprecise language is confusing. If you want to load you clip with your clip, for example. Loading you magazine with your clip, on the other hand, is immediately clear. "Grab a few clips of ammo" has a distinctly different meaning than "Grab a few magazines of ammo" in some contexts.
But honestly, I think it has more to do with ham-fisted and ignorant attempts by lawmakers to ban guns. The amount of technical illiteracy that litters gun laws is frustrating in the extreme to people who have to actually comply with those laws. Clip/magazine snobbery is just a way of venting that frustration.