All I can say is that people be trippin. When I have asked people why they call them that, the usual is "I dunno, I guess they look like pumpkins, that's just what my family called them, so I do too".

I suspect that it comes down to nobody really remembering why a bug is called its colloquial name, nor bothering to ask or explain, and after while, the mistake becomes the norm. Kids mislabel stuff a lot, and spread things faster than they do germs. Easy for weird things to slip in.