You're in a room. You give it label "room". Then you find a door, you go outside of the room, you don't call everything outside "room", you give new things new names.

For now we're stuck in our universe, we know it's expanding (in something, potentially). So we preemptively give the name "cosmos" to EVERYTHING. It's entirely possible that cosmos is equal to universe. But it's also possible there are other universes out there, or something entirely different.