The reason is that "sparrow hawk" and "pigeon hawk" are not the real [scientific] names of those birds. Many of these names have roots in Europe, whereas others are simply based in habitat or prey items. Here's a rundown of bird 'nicknames' and where they come from (please note that I relied heavily on Wikipedia for most of this information):
- Sparrowhawk = American Kestrel: Sparrowhawks really do exist, but primarily in Europe and Asia, and not in North America. When used here in the US, 'sparrowhawk' refers to the American Kestrel, which is funny because the real Eurasian Sparrowhawk looks nothing like a Kestrel, which is actually a falcon. The AOU Checklist of North American Birds mistakenly referred to the American Kestrel as a Sparrowhawk until the sixth edition came out in 1983, which is why the name has stuck around so persistently. Interestingly, some other colloquial names for the Kestrel are Grasshopper Hawk (they do like to eat grasshoppers) and Killy Hawk (based on its [annoying and loud] call).
- Pigeon Hawk = Merlin: Another case of mistaken identity, the Merlin is a falcon that was called a hawk for a long time. This name didn't come over from Europe, though; it's an entirely North American invention. The first known use of the name Pigeon Hawk was around 1728, and it's definitely not an inaccurate name: the Merlin is known to take down pigeons!
- Duck Hawk = Peregrine Falcon: Anyone else notice that the three most common nicknames are all falcons being referred to as hawks? I'm sure the Kestrel next door to me will notice when he reads it...and then I'll get an earful! Anyways, the Peregrine Falcon used to be commonly referred to as the Duck Hawk. The name almost certainly refers to the birds' skill at snagging and killing ducks, although, having heard our resident Peregrine when she's upset, I think it could also refer to the honking noise they sometimes make! Haha. Don't tell her I said that.
- Marsh Hawk = Northern Harrier: At last, a colloquial name that doesn't apply to falcons! The Marsh Hawk is code for the Northern Harrier, also known as the Harrier Hawk. In Europe these birds are referred to as Hen Harriers. Marsh Hawk is an example of a nickname derived from habitat: marshes are one of its favorite hunting grounds.
- Chickenhawk = Sharp-Shinned Hawk, Coopers Hawk, and Red-Tailed Hawk: Really, Humans? I understand not being able to tell the difference between a Coopers and a Sharpie, but saying that either of those is the same as a Red-Tailed Hawk...well, it's easy to see why Humans aren't renowned for their eyesight.
Alright, that's all I can think of for now. Know any more? Let me know in a comment!