MacOS called them folders from its very start. Windows until 95 was really just a shell on top of DOS. 95 was too but it was much more of a full featured OS in its own right.

I guess they just wanted to use the metaphor that made sense visually too. Since it was always represented by a folder icon. I don't remember what Windows 1-3 called them but they weren't visually represented by a folder but by a window with little icons. Which didn't make a ton of sense.