Because history. There was a time, when there was no JavaScript and HTML was just some kind of XML document (even though they really are different! Both are bases on SGML). That's when Microsoft introduced the <iframe> tag in order to load HTML into HTML. They refined the technology and added a XMLHTTP component to their client scripting solutions back then, which was able to fetch XML and display it as news feeds on their homepages. In the end, the technology was adapted to JavaScript as means to have a standard way for all browsers to do what IE was already able to. The basic idea was still to just get XML and display it, so it was asynchronious JS (in the background) and XML (the stuff it was invented for). Read the more elaborate story on Wikipedia
That's why, even when we use JSON or some other data format today, it is still called AJAX. However, there are a few people (me included), who want to be more specific. When I use JSON as data protocol, then I use AJAJ. Unfortunately, that term is not standardized and I do not believe that it will ever be. We have WebSockets and WebRTC which are in many situations the more appropriate way to exchange data between one or more client web applications and a server.