That's only movies. I assure you, we think it's as weird as you do. I'm not sure where conventions like that come from, but I'm even more baffled by why people think they have to use them. People in movies don't say hello when they answer the phone, either! They just pick up the phone, and the person on the other end intuits that the person they're calling has picked up, and starts talking! In particularly hacky movies, people picking up the phone will say, "Talk to me." Goofy, goofy, goofy.