This is probably because in tennis, having the serve is a major advantage. Requiring a player to win by two means that they have to be ahead at a point when the serve advantage evens out.
It's not uncommon for two players who are relatively evenly matched to play for a very long time because they keep winning points (during a tiebreak game) and games (during a set that has no tiebreak game) alternately. (If a set is tied 6-6 in games, and it isn't a deciding set (i.e. it's possible for a player to win the set without winning the match), then it ends with a tiebreak game that has frequent changes of serves and ends, with the winner of the tiebreak game winning the set. This is probably because evenly matched players made sets last far too long otherwise. A deciding set is played out to a two-game margin no matter what, which can take hours.)