Because "interstate" doesn't refer to the function of the particular road, it refers to the federal program that created them: the "Dwight D. Eisenhower National System of Interstate and Defense Highways".
There are a ton of interstate highways which do not go between states, even in the continental US, and especially the auxiliary (i.e. 3-digit) interstate highways: https://en.wikipedia.org/wiki/List_of_auxiliary_Interstate_H...
The US already previously had (and still has), a national road system that traversed across states other than the Eisenhower system. But nobody calls these roads "interstate" because they're not in the Eisenhower system: https://en.wikipedia.org/wiki/United_States_Numbered_Highway...
"Interstate" has always specifically referred to Eisenhower system roads only.
I watched this YT video [1] about the interstate system recently, I found it informative and entertaining
To me, the Eisenhower Tunnel in CO [2] is noteworthy. It crosses the continental divide at altitude. From what I've read and watched, they don't allow HAZMAT trucks to go through, because the risk is simply too high (well equipped fire/rescue departments are hours away, among other factors)
[1] https://www.youtube.com/watch?v=SR7BA3xEmDo
[2] https://en.wikipedia.org/wiki/Eisenhower_Tunnel?useskin=vect...