Because DDG acts as a privacy screen and doesn't tell Microsoft what I personally search for. They are, as you note, fairly pointed about this being their purpose.

> I'm half kidding, but seriously "duck duck go"? What kinda goofy ass name is that? No wonder nobody takes it seriously.

It's a play on a commonly-known phrase (duck duck goose), and while this is all subjective I don't see how it's any weirder than anything else in the space.