Why you ask?
Well, in addition to making it easier for the general public to pronounce and use in day-to-day discussions (as opposed to using scientific names, which convey important scientific information), one of the reasons was to prevent discrimination that comes with naming the variants after locations.
So now the question:
Why did the WHO skip over some of the alphabet in their naming of the variants?
The first letter that was skipped was Nu. It was too closely related to the previous variant (Mu), and it sounds like “new”, which could lead to confusion. The next letter is Xi, which also happens to be a very popular last name. The WHO felt that using this letter would violate the organization's guidelines in naming diseases, namely that they always seek to “avoid causing offense to any cultural, social, national, regional, professional, or ethnic groups”.
So there you have it. While it’s not my favourite way to learn the Greek alphabet, the silver lining is that it has been educational.