Most likely due to the origins of the Special stats. In Gens 1 and 2, Special Defence and Special Attack were combined as one stat, called "Special". In Gen 3, however, to remain consistent with the already existing Attack and Defence, they were split into two separate stats, very similar to the existing Attack and Defence stats. To be able to tell them apart, "Special" was added to their names, creating "Speical Attack" and "Special Defence". The original stats weren't called "Physical Attack" or "Physical Defence" in those earlier generations, since they didn't need to be differentiated from another set of similar stats like Speical Attack and Special Defence do now.
And as explained by Flaf, any damage a status move does is percentage based, so there is no need for dedicated stats for them.