according to google, it's because the old english word "thrawan" meant to twist or turn, and was used to describe making pottery because the wheelhead turns round and round. the common meaning of "throw" (the derivative of "thrawan") has changed in modern english, but the "throw" is apparently still being used to describe the making of pottery.
so basically it's an etymology thing
Like you @The Beave, I would have guessed that the reason it was called throwing literally involved flying clay. Once somebody who was throwing next to me didn't lock down his bat down correctly to the wheelhead and the piece flew off a remarkable distance, passing just above my piece and below my nose.