This article is from the Magic FAQ, by Paul Nielsen firstname.lastname@example.org with numerous contributions by others.
Because escape artists are magicians who don't partake in "conjuring".
Illusionists don't partake in prestidigitation (sleight of hand). And
many magicians (myself included) don't like to refer to magic as tricks
or trickery because of the negative connotation that you are out to
"get" the audience. The emphasis should be on entertainment, not merely
a puzzle, etc. (From: email@example.com (Jason Y Nocks))