Because the original concept of “ordinal world country” came out of the Cold War:
“first world” was US/Western affiliated/allied
“second world” was USSR affiliated/allied
”third world” just meant “none of the above” for a very long time
However, since then, understanding of the term in popular discourse has somewhat shifted from geopolitical affiliation to a vague amalgam of socioeconomic status/GDP/“are you a pariah state”/etc.
On a less serious note: the US is really just several dozen 3rd world countries in a trenchcoat essentially relying on (but also politically backstabbing) the economic product of like 5 or 6 states that could be first world economies in their own right