They are in many countries. I am assuming you're talking about the US? There's a few reasons - the first being history. We invented the birth control pill back when our society was still VERY conservative. Back in those days, the 1960's, doctors would only prescribe them to married women. Today some of these social prejudices still rear up their ugly head from time to time - I'd say this is one of them. We still like to know who is using them, that they are being used for the right reasons.
There are some things you need to know when you're put on contraceptives - what they health benefits are, what the health risks are, how to use them, what to do if you miss a day, what dosage/brand/form is right for you, how to tell if they're working, what happens if they stop working for you, etc. These things are best discussed with a doctor, not a cashier or pharmacist.
Another reason is that taking oral contraceptives ups your risks of certain reproductive cancers. Sooo.. now when you get prescribed the pill you also get an automatic pap smear/check up by your gynecologist as well. This keeps the gynecologist in business and ups your rate of surviving if you do get one of these cancers.