Joined on 4/5/08
Coolness, my dear friend, simply just trying to sound cool.
Picture the release of Legend of Zelda on the NES under the name you suggest. Who would play such a lame-sounding game when they could go play Mario Brothers? Such a game would need awesome box art AND a very good description of the back cover, which, of course, were unheard of back then. They had to give it a fancier name to get it to sell, and I guess it's just stuck.
By the way, I'm sure you already know this, but if you don't, PLEASE DON'T KILL ME!--When you see Sheik in Ocarina of Time, you're actually talking to Zelda.
Yo, cheers. I understand now. I also knew that Zelda is Sheik. Super Smash Bros ruined it for me :C