A mechanical wave travels through a medium and it loses energy to the medium while Non-mechanical waves are waves that do not require a medium for the transfer of their energy to occur. The non-mechanical wave can also travel in vaccum.

Mechanical wave – Sound wave

Non-mechanical wave – Electromagnetic wave

As the nature of the other type of wave was electromagnetic, it was easy to call non-mechanical waves are electromagnetic waves. May be due to this reason, the scientists preferred the name mechanical for the other type of waves like sound waves in which wave form was spontaneous and common.