Leroux: Because contrary to GTA or other series there is continuity between BG and BG2. I'm not saying it's unheard of. In fact, there are several series where fans complain that e.g. part 3 has few in common with the previous games anymore. But I guess it's still better than naming the new game just "Baldur's Gate" (like Tomb Raider, Thief etc.). ;P
StingingVelvet: Just because there was continuity between 1 and 2 15 years ago doesn't mean 3 will follow suit. I'd ditch any expectations you have about this game, and not just in story. It could be very different from 1 and 2 in a bunch of ways. It's a big team, it's not going to be like Pillars of Eternity.
Oh, I don't have any expectations with regards to the story. In fact, this discussion started when I said I see no need to continue the story from BG2, and Sarafan already confirmed that it will be a completely new story. I just said I find it a bit inappropriate to add a 3 to the classic 1+2 when 1+2 tell a complete connected story and 3 is something entirely different. Basically, just like you said, I expect BG3 to be completely different from BG+BG2, so it would have made more sense to give it a new name (but I understand why they didn't do it, of course). Anyway, it's not something I really care about a lot, just an observation.
I guess I'd have preferred Larian doing their own thing and not be bound by D&D, WOTC and Forgotten Realms lore, but I'm still mildly curious what they do with it. Mostly gameplaywise though, as I never perceived them as outstanding storytellers.