This is a question we get a lot, and I'm going to give the best answer I can think of:
Because it sells calibration gas.
The given theory is that setting a monitor to a Pentane curve makes it decently sensitive to other gases and therefore safer. Now, setting a curve to Pentane is a totally different ballgame than actually calibrating with Pentane. For how to do the calibration right in this aspect, check out the folks at MSA. They use Methane to calibrate, but they tell the monitor it's Pentane at a given value in order to keep the higher Pentane response curve.
Normally, everyone will tell you: "You should always calibrate with the gas you're most likely to see." Of course, then they give you the standard part number to order 4 gas for their given mix and try and gloss over the matter. Thanks guys.
I've attached a Youtube video below, which should be titled: "Why trying to calibrate with Pentane when you have even a 2% chance of running into Methane is a stupid idea." Unfortunately, Youtube wouldn't accept that many characters. What it comes down to basically is that the monitor picks up Pentane easier than it picks up Methane. That means during calibration, you're much less likely to see if the monitor has lost sensitivity to Methane. Your calibration process is what tells you whether or not your monitor is safe, so why would you use a gas like Pentane which might not pick up if the sensor is poisoned and won't detect Methane?
End Rant. The video continues below.