In some cases, because they have distinct encodings in a pre-Unicode character set. Unicode wants to be able to represent any legacy encoding in a lossless man

In some cases, because they have distinct encodings in a pre-Unicode character set. Unicode wants to be able to represent any legacy encoding in a lossless manner. ISO8859-7 encodes Α and A to different code-points, and ISO8859-5 has А at yet another code point, so Unicode needs to give them different encodings too. And, indeed, they are different letters -- as sibling comments point out, if you want to lowercase them then you wind up with α, a, and а, and that's not going to work very well if the capitals have the same encoding.